+1,150.8%
ARES vs COPX
+325.1%
+825.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -2.6% |
| 7D | -0.3% | +5.8% | -6.1% | -2.4% |
| 30D | +1.3% | +7.2% | -5.9% | -1.6% |
| 3M | +10.4% | +16.5% | -6.1% | +3.4% |
| 6M | +29.0% | +18.4% | +10.6% | +18.5% |
| YTD | -12.2% | +31.9% | -44.1% | -23.7% |
| 1Y | -18.4% | +88.5% | -106.9% | -39.0% |
| 3Y | +43.2% | +173.1% | -129.9% | -10.2% |
| 5Y | +102.6% | +193.1% | -90.5% | +21.5% |
| 10Y | +1,029.6% | +591.7% | +437.9% | +359.9% |
| All | +1,150.8% | +325.1% | +825.7% | +421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling