+59.2%
CSX vs SSNC
+7.9%
+51.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.1% | +1.4% | +1.7% | +2.6% |
| 30D | +9.7% | -2.6% | +12.4% | +10.7% |
| 3M | +4.9% | -0.6% | +5.5% | +4.9% |
| 6M | +18.4% | +19.9% | -1.5% | +8.9% |
| YTD | +45.9% | -8.2% | +54.1% | +50.0% |
| 1Y | +50.0% | -5.5% | +55.5% | +51.9% |
| 3Y | +78.0% | +56.8% | +21.2% | +38.3% |
| 5Y | +59.2% | +7.8% | +51.4% | +45.0% |
| All | +59.2% | +7.9% | +51.3% | +45.0% |
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