+1,148.2%
ARES vs CVE
+132.7%
+1,015.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +8.1% | -10.0% | +18.1% | +10.2% |
| 30D | +18.9% | -11.9% | +30.8% | +21.4% |
| 3M | +2.3% | -5.9% | +8.3% | +2.9% |
| 6M | +12.7% | -1.6% | +14.3% | +11.5% |
| YTD | -10.8% | +66.3% | -77.0% | -21.6% |
| 1Y | -5.3% | +57.5% | -62.8% | -16.0% |
| 3Y | +42.0% | +65.4% | -23.4% | +22.9% |
| 5Y | +88.3% | +144.2% | -55.9% | +48.9% |
| 10Y | +1,148.2% | +135.5% | +1,012.7% | +680.2% |
| All | +1,148.2% | +132.7% | +1,015.5% | +680.2% |
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