+1,065.3%
SSNC vs CASY
+2,410.0%
-1,344.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.3% | +1.1% | -4.4% | -3.7% |
| 30D | -1.3% | +8.7% | -10.0% | -3.6% |
| 3M | -2.3% | -17.3% | +15.0% | +2.5% |
| 6M | +12.6% | -19.7% | +32.4% | +17.9% |
| YTD | -10.1% | +24.8% | -34.9% | -18.8% |
| 1Y | -6.6% | +31.9% | -38.5% | -17.2% |
| 3Y | +54.0% | +155.4% | -101.4% | +7.1% |
| 5Y | +7.0% | +250.6% | -243.6% | -34.2% |
| 10Y | +176.7% | +556.8% | -380.1% | +33.0% |
| All | +1,065.3% | +2,410.0% | -1,344.8% | +256.0% |
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 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