+164.9%
SSNC vs CASY
+549.1%
-384.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.0% |
| 7D | -1.8% | -4.4% | +2.6% | -0.6% |
| 30D | +1.9% | -12.0% | +14.0% | +5.3% |
| 3M | +18.4% | -2.3% | +20.7% | +17.5% |
| 6M | +7.0% | +10.5% | -3.6% | +1.7% |
| YTD | -6.9% | +33.0% | -40.0% | -16.7% |
| 1Y | -8.2% | +41.1% | -49.3% | -19.6% |
| 3Y | +50.5% | +207.5% | -157.0% | -0.7% |
| 5Y | +17.4% | +290.7% | -273.3% | -29.8% |
| 10Y | +164.9% | +556.5% | -391.5% | +34.0% |
| All | +164.9% | +549.1% | -384.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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