-5.5%
SSNC vs CASY
+31.5%
-37.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.1% |
| 7D | +1.4% | +2.5% | -1.1% | +1.4% |
| 30D | -2.6% | +10.2% | -12.9% | -2.5% |
| 3M | -0.6% | -15.7% | +15.1% | -1.4% |
| 6M | +19.9% | -18.4% | +38.3% | +19.2% |
| YTD | -8.2% | +28.3% | -36.5% | -11.5% |
| 1Y | -5.5% | +32.6% | -38.1% | -9.5% |
| All | -5.5% | +31.5% | -37.0% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling