+46.3%
ARES vs CART
+39.2%
+7.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.1% | +0.3% | +7.9% | +8.1% |
| 30D | +18.9% | +22.4% | -3.5% | +14.5% |
| 3M | +2.3% | +15.6% | -13.3% | -0.6% |
| 6M | +12.7% | +44.9% | -32.2% | +4.5% |
| YTD | -10.8% | +30.0% | -40.8% | -16.1% |
| 1Y | -5.3% | +56.6% | -62.0% | -14.3% |
| 3Y | +42.0% | +131.9% | -89.9% | +20.3% |
| All | +46.3% | +39.2% | +7.1% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling