+1,149.7%
ARES vs CVE
+132.0%
+1,017.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +5.0% | -10.1% | +15.1% | +7.1% |
| 30D | +19.1% | -12.1% | +31.2% | +21.7% |
| 3M | +3.1% | -1.9% | +4.9% | +2.7% |
| 6M | +12.9% | -1.8% | +14.7% | +11.7% |
| YTD | -10.7% | +65.8% | -76.4% | -21.5% |
| 1Y | -5.5% | +60.8% | -66.4% | -16.6% |
| 3Y | +45.0% | +70.1% | -25.1% | +24.8% |
| 5Y | +87.4% | +134.8% | -47.4% | +49.2% |
| All | +1,149.7% | +132.0% | +1,017.7% | +681.6% |
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