+21.0%
CTSH vs SSNC
+162.7%
-141.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.1% |
| 7D | -8.2% | -3.9% | -4.3% | -6.0% |
| 30D | +0.4% | -0.2% | +0.6% | +0.6% |
| 3M | +10.6% | +15.9% | -5.3% | +1.8% |
| 6M | -8.8% | +7.5% | -16.3% | -12.3% |
| YTD | -28.6% | -8.2% | -20.4% | -24.8% |
| 1Y | -15.9% | -9.3% | -6.6% | -11.0% |
| 3Y | -13.9% | +48.5% | -62.3% | -31.2% |
| 5Y | -17.1% | +16.0% | -33.1% | -25.0% |
| 10Y | +21.0% | +169.2% | -148.1% | -21.8% |
| All | +21.0% | +162.7% | -141.7% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling