+148.6%
CVE vs SSNC
+184.6%
-36.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +5.9% | +2.3% | +3.6% | +4.7% |
| 30D | -10.9% | -3.1% | -7.7% | -9.8% |
| 3M | -4.5% | -2.7% | -1.8% | -3.9% |
| 6M | -1.0% | +23.7% | -24.7% | -14.1% |
| YTD | +74.7% | -8.0% | +82.8% | +76.8% |
| 1Y | +65.8% | -4.7% | +70.5% | +63.9% |
| 3Y | +73.2% | +58.0% | +15.2% | +21.4% |
| 5Y | +155.6% | +8.0% | +147.6% | +122.7% |
| All | +148.6% | +184.6% | -36.1% | +47.3% |
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