Performance Attribution

The Centerprise EP Performance Attribution module allows fund managers to monitor up-to-the-minute and historical performance of all relevant subsets of their portfolio, and to quantify outperformance attributable to a fund’s active management.

Key features:

  • Tracking of P&L and contribution as a percent of NAV, for any dimension, in real time
  • Drill down to trade history and historical quantity, price, portfolio weight, and P&L charts per holding
  • Current and historical relative performance/alpha reporting
  • Computation of Return on Invested Capital across all reporting dimensions
  • Brinson method attribution analysis and client reporting across all reporting dimensions
  • Ability to create unlimited custom classification hierarchies for contribution, ROIC, and Brinson reporting
  • Select any date in the past to view snapshot as of that date; reset to current date to resume real-time reporting