-100.0%
ZCMD vs SSNC
+14.9%
-114.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.8% |
| 7D | -2.0% | -6.7% | +4.7% | -2.8% |
| 30D | -19.8% | -0.8% | -19.0% | -19.8% |
| 3M | -62.1% | +16.1% | -78.1% | -61.4% |
| 6M | -99.5% | +7.9% | -107.4% | -99.5% |
| YTD | -99.7% | -8.7% | -91.0% | -99.7% |
| 1Y | -99.9% | -9.5% | -90.4% | -99.9% |
| 3Y | -100.0% | +47.7% | -147.7% | -100.0% |
| 5Y | -100.0% | +17.6% | -117.6% | -100.0% |
| All | -100.0% | +14.9% | -114.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling