+216.7%
CTVA vs SSNC
+54.8%
+161.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | -4.5% | -4.0% | -0.5% | -2.7% |
| 30D | +11.3% | +0.5% | +10.8% | +10.9% |
| 3M | +12.3% | +18.9% | -6.6% | +2.8% |
| 6M | +7.2% | +10.8% | -3.7% | +0.7% |
| YTD | +26.0% | -7.1% | +33.1% | +28.4% |
| 1Y | +16.0% | -9.6% | +25.6% | +19.7% |
| 3Y | +73.9% | +51.1% | +22.8% | +34.6% |
| 5Y | +103.8% | +19.7% | +84.1% | +74.4% |
| All | +216.7% | +54.8% | +161.9% | +99.1% |
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