+1,127.5%
ARES vs CBOE
+724.5%
+403.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.8% |
| 3M | -9.0% | +28.5% | -37.4% | -14.3% |
| 6M | +11.5% | +2.9% | +8.7% | +9.9% |
| YTD | -13.8% | +50.7% | -64.5% | -23.6% |
| 1Y | -5.6% | +45.5% | -51.1% | -15.6% |
| 3Y | +36.1% | +116.3% | -80.2% | +5.1% |
| 5Y | +82.7% | +204.3% | -121.7% | +23.6% |
| 10Y | +1,101.7% | +526.3% | +575.4% | +579.3% |
| All | +1,127.5% | +724.5% | +403.0% | +594.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling