+224.3%
CTVA vs SSNC
+55.2%
+169.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -0.5% |
| 7D | -2.1% | -1.8% | -0.3% | -1.3% |
| 30D | +12.0% | +1.9% | +10.1% | +11.0% |
| 3M | +13.5% | +18.4% | -4.9% | +4.1% |
| 6M | +12.1% | +7.0% | +5.2% | +7.2% |
| YTD | +29.0% | -6.9% | +35.9% | +31.3% |
| 1Y | +18.9% | -8.2% | +27.0% | +21.6% |
| 3Y | +78.9% | +50.5% | +28.4% | +38.8% |
| 5Y | +105.2% | +17.4% | +87.9% | +77.8% |
| All | +224.3% | +55.2% | +169.1% | +103.6% |
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