+70.1%
CVE vs SSNC
+54.1%
+16.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -10.1% | -4.5% | -5.6% | -9.4% |
| 30D | -12.1% | -3.9% | -8.2% | -11.9% |
| 3M | -1.9% | -1.3% | -0.5% | -2.2% |
| 6M | -1.8% | +14.1% | -16.0% | -5.1% |
| YTD | +65.8% | -9.9% | +75.7% | +71.8% |
| 1Y | +60.8% | -6.2% | +67.1% | +63.7% |
| 3Y | +70.1% | +56.1% | +14.1% | +36.7% |
| All | +70.1% | +54.1% | +16.0% | +36.7% |
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