Use the Performance Calculation Report Result

The Performance Calculation report result is created by creating a sub portfolio, assigning the parent portfolio as a benchmark, and determining the percentage of the parent portfolio that the sub portfolio represents.  Bringing the detail calculations into the performance calculation changes the weight of the cash securities and weighs everything else accordingly. This rolls up to a total return for the sub-portfolio using the new weight.

The Performance calculation report in the figure below has been configured with the cash allocations to the carved out segment from the parent portfolio.

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