+36.1%
ARES vs CASY
+161.8%
-125.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +0.5% | +3.6% | -3.1% | -0.1% |
| 30D | +19.7% | +9.1% | +10.6% | +17.9% |
| 3M | -9.0% | -16.5% | +7.5% | -6.4% |
| 6M | +11.5% | -19.7% | +31.3% | +15.9% |
| YTD | -13.8% | +29.3% | -43.1% | -21.9% |
| 1Y | -5.6% | +33.1% | -38.7% | -15.4% |
| 3Y | +36.1% | +158.5% | -122.4% | +2.3% |
| All | +36.1% | +161.8% | -125.7% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling