+3,419.8%
CTAS vs SSNC
+1,082.2%
+2,337.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -1.8% | +0.6% | -2.5% | -2.1% |
| 30D | -0.2% | +6.0% | -6.2% | -2.7% |
| 3M | +11.7% | +21.0% | -9.3% | +2.7% |
| 6M | +0.7% | +12.1% | -11.4% | -4.5% |
| YTD | +7.4% | -3.2% | +10.6% | +7.7% |
| 1Y | -2.1% | -4.4% | +2.3% | -1.4% |
| 3Y | +62.9% | +51.6% | +11.3% | +33.5% |
| 5Y | +111.9% | +21.1% | +90.8% | +88.5% |
| 10Y | +652.2% | +177.7% | +474.5% | +386.7% |
| All | +3,419.8% | +1,082.2% | +2,337.6% | +1,267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling