-100.0%
ZCMD vs SSNC
+40.0%
-140.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | -0.2% |
| 7D | -1.4% | -1.8% | +0.4% | -1.3% |
| 30D | -21.6% | +1.9% | -23.5% | -21.7% |
| 3M | -67.4% | +18.4% | -85.8% | -68.1% |
| 6M | -99.4% | +7.0% | -106.4% | -99.4% |
| YTD | -99.7% | -6.9% | -92.8% | -99.7% |
| 1Y | -99.9% | -8.2% | -91.7% | -99.9% |
| 3Y | -100.0% | +50.5% | -150.5% | -100.0% |
| 5Y | -100.0% | +17.4% | -117.4% | -100.0% |
| All | -100.0% | +40.0% | -140.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling