+130.1%
CVE vs SSNC
+177.4%
-47.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -10.1% | -4.5% | -5.6% | -7.8% |
| 30D | -12.1% | -3.9% | -8.2% | -10.7% |
| 3M | -1.9% | -1.3% | -0.5% | -2.0% |
| 6M | -1.8% | +14.1% | -16.0% | -11.0% |
| YTD | +65.8% | -9.9% | +75.7% | +69.6% |
| 1Y | +60.8% | -6.2% | +67.1% | +60.3% |
| 3Y | +70.1% | +56.1% | +14.1% | +19.9% |
| 5Y | +134.8% | +5.4% | +129.4% | +107.3% |
| 10Y | +130.1% | +172.3% | -42.2% | +38.3% |
| All | +130.1% | +177.4% | -47.3% | +38.3% |
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