+1,115.4%
ARES vs CASY
+1,028.9%
+86.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | +15.3% | +10.2% | +5.1% | +12.0% |
| 3M | -5.4% | -15.7% | +10.3% | -1.3% |
| 6M | +10.0% | -18.4% | +28.4% | +14.5% |
| YTD | -14.7% | +28.3% | -43.0% | -23.5% |
| 1Y | -9.7% | +32.6% | -42.2% | -20.1% |
| 3Y | +35.8% | +159.5% | -123.7% | -5.4% |
| 5Y | +80.9% | +263.9% | -183.0% | +11.8% |
| 10Y | +1,089.9% | +548.5% | +541.4% | +545.9% |
| All | +1,115.4% | +1,028.9% | +86.5% | +552.1% |
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