+1,131.0%
ARES vs CVE
+144.4%
+986.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +16.7% | -10.8% | +27.5% | +18.9% |
| 3M | -2.6% | -4.3% | +1.7% | -2.4% |
| 6M | +13.0% | -1.5% | +14.4% | +11.8% |
| YTD | -11.7% | +70.7% | -82.4% | -22.9% |
| 1Y | -6.7% | +58.1% | -64.8% | -17.2% |
| 3Y | +40.5% | +69.8% | -29.3% | +20.9% |
| 5Y | +88.2% | +148.9% | -60.7% | +48.3% |
| 10Y | +1,131.0% | +143.5% | +987.4% | +663.3% |
| All | +1,131.0% | +144.4% | +986.6% | +663.3% |
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