+67.8%
CSX vs SSNC
+21.4%
+46.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.3% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -3.1% | +6.0% | -9.1% | -5.4% |
| 3M | +7.2% | +21.0% | -13.8% | -1.3% |
| 6M | +16.2% | +12.1% | +4.1% | +10.2% |
| YTD | +37.5% | -3.2% | +40.8% | +38.8% |
| 1Y | +53.2% | -4.4% | +57.6% | +55.2% |
| 3Y | +68.2% | +51.6% | +16.6% | +33.9% |
| All | +67.8% | +21.4% | +46.4% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling