+93.5%
ARES vs CBOE
+145.0%
-51.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -7.7% | -3.7% | -4.0% | -7.3% |
| 30D | -8.7% | +2.0% | -10.7% | -9.0% |
| 3M | +2.8% | -4.2% | +7.1% | +2.9% |
| 6M | +23.1% | +1.2% | +21.9% | +21.2% |
| YTD | -17.3% | +15.4% | -32.6% | -20.8% |
| 1Y | -24.3% | +23.5% | -47.8% | -28.7% |
| 3Y | +34.9% | +93.2% | -58.3% | -0.3% |
| 5Y | +93.5% | +142.0% | -48.5% | +15.5% |
| All | +93.5% | +145.0% | -51.5% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling