+1,150.8%
ARES vs CBOE
+544.2%
+606.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -0.3% | -4.6% | +4.3% | +0.7% |
| 30D | +1.3% | +2.6% | -1.3% | +0.5% |
| 3M | +10.4% | +4.9% | +5.4% | +8.3% |
| 6M | +29.0% | -2.2% | +31.2% | +27.6% |
| YTD | -12.2% | +17.7% | -29.9% | -17.6% |
| 1Y | -18.4% | +26.1% | -44.5% | -25.0% |
| 3Y | +43.2% | +97.1% | -53.9% | +10.6% |
| 5Y | +102.6% | +149.2% | -46.6% | +42.9% |
| 10Y | +1,029.6% | +385.1% | +644.5% | +575.8% |
| All | +1,150.8% | +544.2% | +606.6% | +649.3% |
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