+75.1%
CTVA vs SSNC
+46.7%
+28.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.7% | -6.7% | +2.1% | -2.9% |
| 30D | +11.1% | -0.8% | +11.9% | +11.3% |
| 3M | +13.7% | +16.1% | -2.3% | +9.0% |
| 6M | +11.2% | +7.9% | +3.3% | +8.9% |
| YTD | +26.9% | -8.7% | +35.6% | +32.7% |
| 1Y | +18.8% | -9.5% | +28.3% | +24.7% |
| All | +75.1% | +46.7% | +28.4% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling