+53.2%
CSX vs ARES
-18.2%
+71.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.9% |
| 7D | -3.4% | -1.7% | -1.7% | -3.3% |
| 30D | -3.1% | +0.3% | -3.4% | -3.1% |
| 3M | +7.2% | +8.5% | -1.3% | +6.5% |
| 6M | +16.2% | +23.5% | -7.3% | +13.7% |
| YTD | +37.5% | -11.2% | +48.8% | +38.6% |
| 1Y | +53.2% | -19.3% | +72.5% | +60.4% |
| All | +53.2% | -18.2% | +71.4% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling