+451.2%
CVX vs SSNC
+1,021.7%
-570.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.6% | +1.4% | +0.3% | +1.1% |
| 30D | -0.6% | -2.6% | +2.0% | 0.0% |
| 3M | +11.0% | -0.6% | +11.6% | +10.7% |
| 6M | +18.4% | +19.9% | -1.4% | +9.8% |
| YTD | +45.9% | -8.2% | +54.1% | +47.7% |
| 1Y | +46.7% | -5.5% | +52.2% | +46.8% |
| 3Y | +71.6% | +56.8% | +14.8% | +40.3% |
| 5Y | +131.4% | +7.8% | +123.6% | +113.4% |
| 10Y | +209.3% | +183.3% | +26.0% | +102.1% |
| All | +451.2% | +1,021.7% | -570.5% | +122.6% |
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