+135.5%
CVE vs SSNC
+6.8%
+128.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -16.1% | -3.3% | -12.8% | -15.3% |
| 30D | -10.4% | -1.3% | -9.1% | -10.4% |
| 3M | -2.4% | -2.3% | -0.1% | -2.3% |
| 6M | -4.4% | +12.6% | -17.1% | -9.2% |
| YTD | +64.9% | -10.1% | +75.1% | +69.7% |
| 1Y | +66.0% | -6.6% | +72.6% | +67.7% |
| 3Y | +57.7% | +54.0% | +3.7% | +24.8% |
| All | +135.5% | +6.8% | +128.7% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling