-6.9%
ARES vs CNI
+37.5%
-44.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +5.4% |
| 7D | +10.5% | +3.7% | +6.8% | +9.2% |
| 30D | +16.8% | +8.1% | +8.7% | +14.0% |
| 3M | -3.2% | +1.9% | -5.1% | -4.0% |
| 6M | +16.4% | +19.2% | -2.8% | +11.0% |
| YTD | -12.4% | +32.7% | -45.1% | -20.5% |
| 1Y | -6.9% | +37.0% | -43.9% | -16.5% |
| All | -6.9% | +37.5% | -44.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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