+1,087.8%
ARES vs CGNX
+302.3%
+785.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.5% |
| 7D | -6.1% | +3.2% | -9.2% | -7.0% |
| 30D | -7.5% | +6.0% | -13.5% | -9.5% |
| 3M | +0.1% | +3.5% | -3.4% | -1.9% |
| 6M | +30.3% | +26.3% | +4.0% | +19.3% |
| YTD | -16.6% | +79.2% | -95.9% | -33.6% |
| 1Y | -26.1% | +43.8% | -69.9% | -37.2% |
| 3Y | +36.4% | +52.0% | -15.5% | +8.8% |
| 5Y | +95.0% | -24.0% | +119.0% | +88.3% |
| 10Y | +977.4% | +189.1% | +788.4% | +687.8% |
| All | +1,087.8% | +302.3% | +785.5% | +743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling