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  • CAT vs ARES✓SelectedUSD · ARESCAT vs ARES performance historyLatest closeAs of-0.84%09/09
Stock and ETF performance explorer

CAT vs ARES

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,157.1%
ARES return
+1,006.5%
Excess return
+150.6%
Maximum drawdown
-43.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioARESExcessAlpha
1D-0.8%-3.1%+2.2%+0.3%
7D+2.9%-2.7%+5.6%+3.9%
30D-2.6%-2.4%-0.2%-2.0%
3M-10.7%+3.9%-14.6%-12.5%
6M+16.1%+26.4%-10.2%+4.8%
YTD+43.2%-14.9%+58.1%+48.4%
1Y+96.8%-20.4%+117.2%+107.9%
3Y+201.4%+38.8%+162.6%+154.0%
5Y+332.7%+97.0%+235.7%+211.1%
10Y+1,157.1%+999.8%+157.3%+436.2%
All+1,157.1%+1,006.5%+150.6%+436.2%

Cumulative growth

Daily Returns

Daily percentage return beside ARES.

Daily Out/Under-Performance

Portfolio return minus ARES return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ARES 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ARES 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling