+106.6%
ARES vs CASY
+276.6%
-170.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +0.3% | -11.3% | +11.6% | +3.6% |
| 3M | +8.5% | -0.6% | +9.1% | +6.7% |
| 6M | +23.5% | +10.7% | +12.8% | +16.1% |
| YTD | -11.2% | +37.1% | -48.3% | -23.5% |
| 1Y | -19.3% | +52.3% | -71.6% | -33.7% |
| 3Y | +48.7% | +215.2% | -166.5% | -14.9% |
| All | +106.6% | +276.6% | -170.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling