+961.2%
ARES vs COPX
+583.8%
+377.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -6.1% | -2.3% | -3.7% | -5.3% |
| 30D | -7.5% | +0.3% | -7.8% | -8.0% |
| 3M | +0.1% | +6.8% | -6.7% | -3.6% |
| 6M | +30.3% | +7.9% | +22.3% | +22.8% |
| YTD | -16.6% | +23.7% | -40.4% | -27.4% |
| 1Y | -26.1% | +71.5% | -97.6% | -45.3% |
| 3Y | +36.4% | +149.1% | -112.7% | -18.5% |
| 5Y | +95.0% | +167.3% | -72.4% | +9.6% |
| All | +961.2% | +583.8% | +377.4% | +251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling