+144.2%
CVE vs SSNC
+6.8%
+137.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -10.0% | -2.5% | -7.4% | -9.3% |
| 30D | -11.9% | -2.7% | -9.1% | -11.5% |
| 3M | -5.9% | -0.8% | -5.1% | -6.3% |
| 6M | -1.6% | +15.5% | -17.1% | -7.3% |
| YTD | +66.3% | -8.8% | +75.1% | +70.3% |
| 1Y | +57.5% | -5.8% | +63.3% | +58.8% |
| 3Y | +65.4% | +55.7% | +9.7% | +30.6% |
| 5Y | +144.2% | +6.7% | +137.5% | +111.3% |
| All | +144.2% | +6.8% | +137.3% | +111.3% |
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 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