+418.4%
CSX vs ARES
+1,100.6%
-682.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.1% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +9.7% | +15.3% | -5.6% | +4.5% |
| 3M | +4.9% | -5.4% | +10.3% | +6.4% |
| 6M | +18.4% | +10.0% | +8.3% | +13.1% |
| YTD | +45.9% | -14.7% | +60.5% | +49.5% |
| 1Y | +50.0% | -9.7% | +59.7% | +50.1% |
| 3Y | +78.0% | +35.8% | +42.2% | +44.9% |
| 5Y | +59.2% | +80.9% | -21.7% | +9.8% |
| All | +418.4% | +1,100.6% | -682.2% | +51.4% |
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 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