+961.2%
ARES vs CBOE
+368.5%
+592.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -6.1% | -5.8% | -0.3% | -4.7% |
| 30D | -7.5% | -3.1% | -4.4% | -7.0% |
| 3M | +0.1% | -4.8% | +4.9% | +0.5% |
| 6M | +30.3% | -0.6% | +30.8% | +28.0% |
| YTD | -16.6% | +12.8% | -29.4% | -21.4% |
| 1Y | -26.1% | +19.8% | -45.9% | -31.7% |
| 3Y | +36.4% | +86.9% | -50.5% | +4.1% |
| 5Y | +95.0% | +136.5% | -41.6% | +34.3% |
| All | +961.2% | +368.5% | +592.6% | +479.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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