+1,216.8%
ARES vs CASY
+553.2%
+663.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.5% | +1.1% | +3.5% | +4.2% |
| 30D | +15.7% | +8.7% | +7.1% | +12.5% |
| 3M | -2.0% | -17.3% | +15.3% | +3.5% |
| 6M | +10.4% | -19.7% | +30.1% | +16.2% |
| YTD | -14.2% | +24.8% | -39.1% | -24.0% |
| 1Y | -7.8% | +31.9% | -39.7% | -20.2% |
| 3Y | +41.4% | +155.4% | -114.0% | -8.1% |
| 5Y | +83.7% | +250.6% | -166.9% | +3.4% |
| All | +1,216.8% | +553.2% | +663.7% | +524.4% |
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