+1,131.0%
ARES vs CP
+251.7%
+879.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.8% | -0.7% | +1.4% | +1.2% |
| 30D | +16.7% | +9.6% | +7.1% | +10.3% |
| 3M | -2.6% | +2.2% | -4.9% | -3.9% |
| 6M | +13.0% | +11.1% | +1.9% | +5.8% |
| YTD | -11.7% | +28.2% | -39.9% | -25.0% |
| 1Y | -6.7% | +32.2% | -38.8% | -22.3% |
| 3Y | +40.5% | +35.5% | +5.0% | +12.4% |
| 5Y | +88.2% | +26.8% | +61.4% | +55.0% |
| 10Y | +1,131.0% | +256.9% | +874.0% | +417.5% |
| All | +1,131.0% | +251.7% | +879.2% | +417.5% |
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