+74.3%
SSNC vs CLBK
+60.9%
+13.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.3% | +0.9% | +1.4% | +1.9% |
| 30D | -3.1% | +3.4% | -6.5% | -4.4% |
| 3M | -2.7% | -4.3% | +1.5% | -1.3% |
| 6M | +23.7% | +28.4% | -4.7% | +11.6% |
| YTD | -8.0% | +59.4% | -67.4% | -24.2% |
| 1Y | -4.7% | +64.8% | -69.5% | -22.6% |
| 3Y | +58.0% | +50.6% | +7.4% | +28.4% |
| 5Y | +8.0% | +28.3% | -20.3% | -11.0% |
| All | +74.3% | +60.9% | +13.4% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling