+1,046.5%
ARES vs CVE
+159.5%
+887.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | +0.3% | +16.7% | -16.5% | -3.0% |
| 3M | +8.5% | +9.3% | -0.8% | +5.9% |
| 6M | +23.5% | +43.6% | -20.1% | +13.0% |
| YTD | -11.2% | +93.6% | -104.8% | -24.0% |
| 1Y | -19.3% | +98.8% | -118.0% | -31.4% |
| 3Y | +48.7% | +73.6% | -24.9% | +27.8% |
| 5Y | +106.5% | +312.5% | -205.9% | +49.1% |
| All | +1,046.5% | +159.5% | +887.0% | +624.1% |
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