+1,216.8%
ARES vs CVE
+136.1%
+1,080.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +4.5% | -16.1% | +20.7% | +8.0% |
| 30D | +15.7% | -10.4% | +26.1% | +17.8% |
| 3M | -2.0% | -2.4% | +0.4% | -2.2% |
| 6M | +10.4% | -4.4% | +14.8% | +9.9% |
| YTD | -14.2% | +64.9% | -79.2% | -24.5% |
| 1Y | -7.8% | +66.0% | -73.8% | -19.1% |
| 3Y | +41.4% | +57.7% | -16.3% | +23.5% |
| 5Y | +83.7% | +144.7% | -61.1% | +45.4% |
| All | +1,216.8% | +136.1% | +1,080.7% | +721.5% |
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