+7.1%
SSNC vs CAI
-7.1%
+14.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | +6.0% | +52.4% | -46.4% | +1.3% |
| 3M | +21.0% | +45.1% | -24.1% | +15.9% |
| 6M | +12.1% | +26.2% | -14.1% | +8.1% |
| YTD | -3.2% | -7.1% | +3.8% | -4.6% |
| 1Y | -4.4% | -31.0% | +26.7% | -4.2% |
| All | +7.1% | -7.1% | +14.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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