+566.2%
CSX vs ARES
+1,149.6%
-583.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.6% |
| 7D | -2.7% | +4.9% | -7.6% | -4.2% |
| 30D | +7.0% | +13.6% | -6.6% | +2.8% |
| 3M | -0.3% | -3.3% | +3.0% | +0.4% |
| 6M | +13.5% | +11.0% | +2.5% | +8.7% |
| YTD | +41.5% | -14.4% | +55.9% | +44.6% |
| 1Y | +45.8% | -9.1% | +54.9% | +45.7% |
| 3Y | +74.4% | +37.1% | +37.3% | +45.5% |
| 5Y | +53.6% | +83.3% | -29.7% | +11.0% |
| 10Y | +465.6% | +1,201.6% | -735.9% | +115.2% |
| All | +566.2% | +1,149.6% | -583.4% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling