+999.8%
ARES vs CP
+224.3%
+775.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.3% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | -2.4% | -0.5% | -1.9% | -2.1% |
| 3M | +3.9% | +0.1% | +3.8% | +3.8% |
| 6M | +26.4% | +7.8% | +18.6% | +20.1% |
| YTD | -14.9% | +22.9% | -37.7% | -25.8% |
| 1Y | -20.4% | +21.3% | -41.7% | -30.2% |
| 3Y | +38.8% | +20.4% | +18.4% | +19.6% |
| 5Y | +97.0% | +34.9% | +62.0% | +55.6% |
| 10Y | +999.8% | +233.3% | +766.4% | +396.0% |
| All | +999.8% | +224.3% | +775.4% | +396.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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