+172.3%
SSNC vs CASY
+551.3%
-379.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -4.5% | +3.6% | -8.1% | -5.4% |
| 30D | -3.9% | +7.2% | -11.1% | -5.6% |
| 3M | -1.3% | -16.9% | +15.6% | +3.0% |
| 6M | +14.1% | -19.3% | +33.5% | +19.0% |
| YTD | -9.9% | +25.6% | -35.5% | -18.5% |
| 1Y | -6.2% | +30.2% | -36.4% | -16.3% |
| 3Y | +56.1% | +154.9% | -98.8% | +9.2% |
| 5Y | +5.4% | +252.1% | -246.8% | -35.2% |
| 10Y | +172.3% | +535.8% | -363.5% | +37.6% |
| All | +172.3% | +551.3% | -379.0% | +37.6% |
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