-6.9%
ARES vs CNH
+15.2%
-22.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +10.5% | +6.5% | +4.1% | +9.5% |
| 30D | +16.8% | -12.0% | +28.8% | +19.0% |
| 3M | -3.2% | +4.4% | -7.6% | -4.5% |
| 6M | +16.4% | +15.7% | +0.7% | +12.3% |
| YTD | -12.4% | +28.2% | -40.6% | -19.8% |
| 1Y | -6.9% | +14.8% | -21.6% | -13.5% |
| All | -6.9% | +15.2% | -22.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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