+1,112.5%
ARES vs CNI
+161.7%
+950.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.6% |
| 7D | -2.7% | +0.9% | -3.5% | -3.1% |
| 30D | -2.4% | -2.1% | -0.3% | -1.1% |
| 3M | +3.9% | +1.8% | +2.1% | +2.6% |
| 6M | +26.4% | +14.8% | +11.6% | +15.8% |
| YTD | -14.9% | +25.4% | -40.3% | -26.3% |
| 1Y | -20.4% | +32.9% | -53.3% | -33.6% |
| 3Y | +38.8% | +20.2% | +18.6% | +21.0% |
| 5Y | +97.0% | +12.2% | +84.8% | +79.8% |
| 10Y | +999.8% | +136.0% | +863.8% | +634.2% |
| All | +1,112.5% | +161.7% | +950.8% | +773.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling