+1,164.6%
ARES vs CASY
+1,106.8%
+57.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 6M | +23.5% | +10.7% | +12.8% | +17.2% |
| YTD | -11.2% | +37.1% | -48.3% | -21.6% |
| 1Y | -19.3% | +52.3% | -71.6% | -31.4% |
| 3Y | +48.7% | +215.2% | -166.5% | -2.4% |
| 5Y | +106.5% | +276.5% | -170.0% | +26.8% |
| 10Y | +1,055.3% | +508.4% | +547.0% | +525.2% |
| All | +1,164.6% | +1,106.8% | +57.8% | +568.8% |
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