+1,053.9%
CSX vs SSNC
+998.3%
+55.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.0% |
| 7D | -5.5% | -3.3% | -2.2% | -4.2% |
| 30D | +4.9% | -1.3% | +6.2% | +5.3% |
| 3M | -2.9% | -2.3% | -0.5% | -2.2% |
| 6M | +8.3% | +12.6% | -4.3% | +1.7% |
| YTD | +36.7% | -10.1% | +46.8% | +40.4% |
| 1Y | +41.5% | -6.6% | +48.1% | +42.7% |
| 3Y | +68.6% | +54.0% | +14.7% | +34.6% |
| 5Y | +48.4% | +7.0% | +41.5% | +37.1% |
| 10Y | +446.6% | +176.7% | +269.9% | +227.5% |
| All | +1,053.9% | +998.3% | +55.6% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling