+1,101.7%
ARES vs CBOE
+524.9%
+576.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | +0.5% | +6.3% | -5.8% | -0.9% |
| 30D | +19.7% | +24.9% | -5.3% | +13.5% |
| 3M | -9.0% | +28.5% | -37.4% | -14.5% |
| 6M | +11.5% | +2.9% | +8.7% | +9.9% |
| YTD | -13.8% | +50.7% | -64.5% | -24.2% |
| 1Y | -5.6% | +45.5% | -51.1% | -16.2% |
| 3Y | +36.1% | +116.3% | -80.2% | +2.7% |
| 5Y | +82.7% | +204.3% | -121.7% | +18.8% |
| All | +1,101.7% | +524.9% | +576.8% | +567.4% |
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