-6.9%
ARES vs COPX
+31.7%
-38.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.2% | +5.4% |
| 7D | +10.5% | -3.0% | +13.5% | +11.1% |
| 30D | +16.8% | -13.6% | +30.5% | +20.1% |
| 3M | -3.2% | -11.2% | +8.0% | -1.3% |
| 6M | +16.4% | -2.4% | +18.8% | +16.7% |
| YTD | -12.4% | +4.2% | -16.6% | -16.3% |
| 1Y | -6.9% | +32.2% | -39.0% | -19.4% |
| All | -6.9% | +31.7% | -38.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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