-7.8%
ARES vs CART
+60.1%
-67.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +4.5% | +3.0% | +1.6% | +4.2% |
| 30D | +15.7% | +28.6% | -12.8% | +11.5% |
| 3M | -2.0% | +29.1% | -31.1% | -5.8% |
| 6M | +10.4% | +44.7% | -34.3% | +3.9% |
| YTD | -14.2% | +29.2% | -43.4% | -19.1% |
| 1Y | -7.8% | +66.2% | -73.9% | -16.9% |
| All | -7.8% | +60.1% | -67.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling