+48.4%
ARES vs CP
+17.1%
+31.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.7% | -2.7% | +1.0% | -0.3% |
| 30D | +0.3% | +0.2% | +0.1% | +0.2% |
| 3M | +8.5% | +2.6% | +5.9% | +7.1% |
| 6M | +23.5% | +6.0% | +17.5% | +19.7% |
| YTD | -11.2% | +24.9% | -36.2% | -21.0% |
| 1Y | -19.3% | +20.1% | -39.4% | -26.8% |
| All | +48.4% | +17.1% | +31.4% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling