+76.0%
SSNC vs CLBK
+65.5%
+10.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -4.0% | -1.5% | -2.6% | -3.5% |
| 30D | +0.5% | -1.0% | +1.6% | +0.9% |
| 3M | +18.9% | +22.9% | -4.0% | +9.4% |
| 6M | +10.8% | +44.2% | -33.4% | -4.4% |
| YTD | -7.1% | +64.0% | -71.1% | -24.2% |
| 1Y | -9.6% | +65.7% | -75.3% | -26.8% |
| 3Y | +51.1% | +54.1% | -3.0% | +21.8% |
| 5Y | +19.7% | +44.7% | -25.0% | -8.0% |
| All | +76.0% | +65.5% | +10.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling