+1,148.2%
ARES vs CP
+255.2%
+893.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +8.1% | +2.8% | +5.3% | +6.4% |
| 30D | +18.9% | +11.0% | +7.9% | +11.5% |
| 3M | +2.3% | +3.8% | -1.5% | 0.0% |
| 6M | +12.7% | +9.5% | +3.2% | +6.5% |
| YTD | -10.8% | +28.2% | -39.0% | -24.2% |
| 1Y | -5.3% | +33.0% | -38.3% | -21.5% |
| 3Y | +42.0% | +35.5% | +6.5% | +13.6% |
| 5Y | +88.3% | +25.8% | +62.5% | +55.8% |
| 10Y | +1,148.2% | +250.7% | +897.5% | +426.0% |
| All | +1,148.2% | +255.2% | +893.0% | +426.0% |
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