+183.9%
SSNC vs CASY
+555.0%
-371.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +2.3% | +3.6% | -1.3% | +1.4% |
| 30D | -3.1% | +9.1% | -12.2% | -5.3% |
| 3M | -2.7% | -16.5% | +13.8% | +1.5% |
| 6M | +23.7% | -19.7% | +43.4% | +29.3% |
| YTD | -8.0% | +29.3% | -37.3% | -17.5% |
| 1Y | -4.7% | +33.1% | -37.8% | -15.4% |
| 3Y | +58.0% | +158.5% | -100.5% | +10.3% |
| 5Y | +8.0% | +266.7% | -258.7% | -34.4% |
| All | +183.9% | +555.0% | -371.1% | +44.6% |
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