+143.5%
CVE vs SSNC
+186.8%
-43.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | +0.1% | -0.2% | +0.2% | +0.2% |
| 30D | -10.8% | -1.9% | -8.9% | -10.4% |
| 3M | -4.3% | -0.2% | -4.2% | -5.1% |
| 6M | -1.5% | +19.4% | -20.9% | -12.8% |
| YTD | +70.7% | -8.1% | +78.8% | +72.8% |
| 1Y | +58.1% | -5.3% | +63.4% | +56.8% |
| 3Y | +69.8% | +56.9% | +12.9% | +19.6% |
| 5Y | +148.9% | +8.0% | +140.9% | +116.8% |
| 10Y | +143.5% | +183.6% | -40.1% | +44.6% |
| All | +143.5% | +186.8% | -43.3% | +44.6% |
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 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