+427.3%
CSX vs ARES
+1,191.6%
-764.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -5.5% | +4.5% | -10.1% | -7.0% |
| 30D | +4.9% | +15.7% | -10.8% | -0.2% |
| 3M | -2.9% | -2.0% | -0.8% | -2.6% |
| 6M | +8.3% | +10.4% | -2.1% | +3.5% |
| YTD | +36.7% | -14.2% | +51.0% | +40.0% |
| 1Y | +41.5% | -7.8% | +49.3% | +40.6% |
| 3Y | +68.6% | +41.4% | +27.2% | +35.3% |
| 5Y | +48.4% | +83.7% | -35.2% | +1.9% |
| All | +427.3% | +1,191.6% | -764.3% | +53.1% |
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