+1,154.3%
SSNC vs CASY
+2,657.3%
-1,502.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | +6.0% | -11.3% | +17.4% | +9.6% |
| 3M | +21.0% | -0.6% | +21.6% | +19.5% |
| 6M | +12.1% | +10.7% | +1.4% | +6.4% |
| YTD | -3.2% | +37.1% | -40.4% | -14.5% |
| 1Y | -4.4% | +52.3% | -56.7% | -18.6% |
| 3Y | +51.6% | +215.2% | -163.6% | -1.2% |
| 5Y | +21.1% | +276.5% | -255.4% | -26.7% |
| 10Y | +177.7% | +508.4% | -330.7% | +37.8% |
| All | +1,154.3% | +2,657.3% | -1,502.9% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling