+83.3%
ARES vs CVE
+148.3%
-65.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -1.6% |
| 7D | +4.9% | -14.1% | +19.0% | +8.7% |
| 30D | +13.6% | -11.6% | +25.2% | +16.5% |
| 3M | -3.3% | 0.0% | -3.4% | -4.5% |
| 6M | +11.0% | -8.4% | +19.4% | +11.5% |
| YTD | -14.4% | +65.9% | -80.3% | -29.7% |
| 1Y | -9.1% | +69.4% | -78.5% | -26.1% |
| 3Y | +37.1% | +55.9% | -18.8% | +10.6% |
| 5Y | +83.3% | +146.2% | -62.8% | +31.8% |
| All | +83.3% | +148.3% | -65.0% | +31.8% |
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