Insights

Broadening the Brinson Fachler Model: Macro Strategy Attribution

What is the Brinson model? Why use the model? The Brinson Fachler model is a well-known method used to measure…

Read More

Multi-Asset Portfolio Challenges: eliminating the noise, simplifying the process

Most performance attribution systems aren’t cut out for multi asset portfolio analysis, focusing either on equities or fixed income, not…

Read More

Multi-Asset Investment Strategy – Attribution made simple

How do firms address the management of multi-asset investment strategies? How can they mitigate the challenges this presents in performance…

Read More

CloudAttribution partners with IHS Markit

CloudAttribution partners with IHS Markit to deliver best-in-class performance attribution through thinkFolio We have formed a strategic alliance with IHS…

Read More

Rethinking Fixed Income Return Attribution – Download The White Paper

Fixed income attribution isn’t one size fits all. But can it be re-examined, to overcome common operational issues, improve the…

Read More

CloudAttribution Fixed Income Attribution paper published in the Journal of Performance Measurement

We are excited to announce that the model that underlies our innovative approach to fixed income attribution will be published…

Read More

The Challenges of Price-Aligned Bond Analytics

Inaccuracies in attribution can lead to poor investment decisions. And while price-aligned bond analytics has long been accepted as the…

Read More

The challenges with a yield-based model

The process of attribution can be broken down into a number of questions that need to be solved; with which…

Read More

Multi-Asset Attribution Grows Up – White Paper

Not long ago, multi-asset attribution was straightforward. Now, it incorporates most of the complexity of fixed income. We review some…

Read More

Fixed Income attribution after POINT

There’s no doubt that the POINT system was a good one. It was developed over many years and with a…

Read More