-9.7%
ARES vs CART
+47.6%
-57.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | +15.3% | +17.8% | -2.5% | +12.5% |
| 3M | -5.4% | +20.7% | -26.1% | -8.1% |
| 6M | +10.0% | +49.7% | -39.7% | +3.2% |
| YTD | -14.7% | +30.0% | -44.7% | -19.6% |
| 1Y | -9.7% | +48.4% | -58.1% | -17.4% |
| All | -9.7% | +47.6% | -57.3% | -17.4% |
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