+490.1%
CSX vs ARES
+1,044.0%
-553.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | -3.4% | -1.7% | -1.7% | -2.8% |
| 30D | -3.1% | +0.3% | -3.4% | -3.3% |
| 3M | +7.2% | +8.5% | -1.3% | +3.5% |
| 6M | +16.2% | +23.5% | -7.3% | +6.2% |
| YTD | +37.5% | -11.2% | +48.8% | +39.5% |
| 1Y | +53.2% | -19.3% | +72.5% | +59.8% |
| 3Y | +68.2% | +48.7% | +19.6% | +33.3% |
| 5Y | +65.2% | +106.5% | -41.3% | +9.3% |
| All | +490.1% | +1,044.0% | -553.9% | +88.9% |
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