+292.9%
CVS vs SSNC
+1,037.0%
-744.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.3% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | +0.4% | +1.9% | -1.5% | -0.2% |
| 3M | -0.4% | +18.4% | -18.8% | -5.0% |
| 6M | +25.1% | +7.0% | +18.2% | +22.2% |
| YTD | +23.9% | -6.9% | +30.8% | +25.1% |
| 1Y | +41.1% | -8.2% | +49.2% | +42.7% |
| 3Y | +63.6% | +50.5% | +13.1% | +44.1% |
| 5Y | +31.5% | +17.4% | +14.1% | +22.0% |
| 10Y | +40.5% | +164.9% | -124.4% | +2.3% |
| All | +292.9% | +1,037.0% | -744.0% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling