-4.4%
CVE vs SSNC
+12.8%
-17.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.7% |
| 7D | -16.1% | -3.3% | -12.8% | -16.5% |
| 30D | -10.4% | -1.3% | -9.1% | -10.8% |
| 3M | -2.4% | -2.3% | -0.1% | -3.0% |
| 6M | -4.4% | +12.6% | -17.1% | -3.5% |
| All | -4.4% | +12.8% | -17.2% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling