+1,121.7%
ARES vs CNH
+41.7%
+1,080.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.7% |
| 7D | +4.5% | -1.7% | +6.3% | +5.1% |
| 30D | +15.7% | -7.2% | +23.0% | +18.4% |
| 3M | -2.0% | +6.5% | -8.6% | -5.4% |
| 6M | +10.4% | +7.9% | +2.5% | +5.3% |
| YTD | -14.2% | +26.6% | -40.8% | -23.5% |
| 1Y | -7.8% | +13.8% | -21.5% | -14.8% |
| 3Y | +41.4% | +9.2% | +32.2% | +29.5% |
| 5Y | +83.7% | -15.6% | +99.3% | +81.8% |
| 10Y | +1,204.1% | +119.2% | +1,084.9% | +893.9% |
| All | +1,121.7% | +41.7% | +1,080.0% | +810.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling