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  • ARES vs CASY✓SelectedUSD · CASYARES vs CASY performance historyLatest closeAs of-1.09%09/08
Stock and ETF performance explorer

ARES vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,029.6%
CASY return
+549.1%
Excess return
+480.6%
Maximum drawdown
-50.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D-1.1%-3.0%+1.9%-0.1%
7D-0.3%-4.4%+4.0%+1.1%
30D+1.3%-12.0%+13.3%+5.3%
3M+10.4%-2.3%+12.7%+9.1%
6M+29.0%+10.5%+18.5%+21.3%
YTD-12.2%+33.0%-45.2%-23.2%
1Y-18.4%+41.1%-59.6%-30.6%
3Y+43.2%+207.5%-164.3%-12.4%
5Y+102.6%+290.7%-188.1%+11.7%
10Y+1,029.6%+556.5%+473.1%+421.2%
All+1,029.6%+549.1%+480.6%+421.2%

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