+34.4%
CVS vs SSNC
+15.5%
+18.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -1.9% | -3.9% | +2.0% | -0.9% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | -1.1% | +15.9% | -17.0% | -5.4% |
| 6M | +23.7% | +7.5% | +16.3% | +20.8% |
| YTD | +23.0% | -8.2% | +31.2% | +25.8% |
| 1Y | +37.2% | -9.3% | +46.5% | +40.6% |
| 3Y | +62.4% | +48.5% | +14.0% | +38.1% |
| All | +34.4% | +15.5% | +18.8% | +17.5% |
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 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