+490.1%
CSX vs SSNC
+175.8%
+314.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.4% |
| 7D | -3.4% | +0.6% | -4.0% | -3.7% |
| 30D | -3.1% | +6.0% | -9.1% | -5.7% |
| 3M | +7.2% | +21.0% | -13.8% | -2.6% |
| 6M | +16.2% | +12.1% | +4.1% | +8.9% |
| YTD | +37.5% | -3.2% | +40.8% | +37.4% |
| 1Y | +53.2% | -4.4% | +57.6% | +53.6% |
| 3Y | +68.2% | +51.6% | +16.6% | +32.7% |
| 5Y | +65.2% | +21.1% | +44.1% | +42.8% |
| All | +490.1% | +175.8% | +314.3% | +276.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling