+109.6%
CTAS vs SSNC
+15.9%
+93.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | +1.0% | -3.9% | +4.9% | +2.8% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +11.5% | +15.9% | -4.4% | +3.6% |
| 6M | +0.2% | +7.5% | -7.3% | -3.7% |
| YTD | +7.2% | -8.2% | +15.4% | +10.4% |
| 1Y | 0.0% | -9.3% | +9.3% | +3.5% |
| 3Y | +65.9% | +48.5% | +17.5% | +32.3% |
| 5Y | +109.6% | +16.0% | +93.6% | +86.4% |
| All | +109.6% | +15.9% | +93.6% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling