+1,101.7%
ARES vs CVE
+149.3%
+952.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +0.5% | +5.9% | -5.5% | -0.7% |
| 30D | +19.7% | -10.9% | +30.5% | +21.9% |
| 3M | -9.0% | -4.5% | -4.5% | -8.8% |
| 6M | +11.5% | -1.0% | +12.5% | +10.3% |
| YTD | -13.8% | +74.7% | -88.6% | -25.1% |
| 1Y | -5.6% | +65.8% | -71.4% | -17.1% |
| 3Y | +36.1% | +73.2% | -37.1% | +16.7% |
| 5Y | +82.7% | +155.6% | -72.9% | +43.1% |
| All | +1,101.7% | +149.3% | +952.4% | +640.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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