+8.0%
SSNC vs CLBK
+27.8%
-19.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | -3.1% | +3.4% | -6.5% | -4.0% |
| 3M | -2.7% | -4.3% | +1.5% | -1.7% |
| 6M | +23.7% | +28.4% | -4.7% | +15.0% |
| YTD | -8.0% | +59.4% | -67.4% | -19.6% |
| 1Y | -4.7% | +64.8% | -69.5% | -17.6% |
| 3Y | +58.0% | +50.6% | +7.4% | +37.3% |
| All | +8.0% | +27.8% | -19.7% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling