+412.6%
CSX vs ARES
+1,313.3%
-900.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +1.4% |
| 7D | -2.2% | +5.0% | -7.2% | -3.8% |
| 30D | +6.8% | +19.1% | -12.3% | +0.6% |
| 3M | +0.7% | +3.1% | -2.4% | -0.7% |
| 6M | +13.3% | +12.9% | +0.4% | +7.4% |
| YTD | +40.5% | -10.7% | +51.2% | +41.9% |
| 1Y | +44.7% | -5.5% | +50.2% | +42.7% |
| 3Y | +74.5% | +45.0% | +29.5% | +39.0% |
| 5Y | +52.0% | +87.4% | -35.4% | +4.0% |
| 10Y | +412.6% | +1,267.4% | -854.8% | +46.8% |
| All | +412.6% | +1,313.3% | -900.7% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling