-6.9%
ARES vs CGNX
+31.4%
-38.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -8.7% | +14.8% | +7.0% |
| 7D | +10.5% | -9.2% | +19.7% | +11.5% |
| 30D | +16.8% | -17.6% | +34.4% | +19.2% |
| 3M | -3.2% | -25.7% | +22.5% | 0.0% |
| 6M | +16.4% | -5.5% | +21.9% | +16.5% |
| YTD | -12.4% | +48.1% | -60.5% | -19.8% |
| 1Y | -6.9% | +33.5% | -40.4% | -10.3% |
| All | -6.9% | +31.4% | -38.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling