+82.7%
ARES vs CVE
+142.8%
-60.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +4.5% | -16.1% | +20.7% | +9.0% |
| 30D | +15.7% | -10.4% | +26.1% | +18.3% |
| 3M | -2.0% | -2.4% | +0.4% | -2.6% |
| 6M | +10.4% | -4.4% | +14.8% | +9.4% |
| YTD | -14.2% | +64.9% | -79.2% | -29.5% |
| 1Y | -7.8% | +66.0% | -73.8% | -24.5% |
| 3Y | +41.4% | +57.7% | -16.3% | +13.6% |
| All | +82.7% | +142.8% | -60.1% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling