+1,119.4%
ARES vs CVE
+23.0%
+1,096.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -1.8% |
| 7D | +4.9% | -14.1% | +19.0% | +7.7% |
| 30D | +13.6% | -11.6% | +25.2% | +15.8% |
| 3M | -3.3% | 0.0% | -3.4% | -4.0% |
| 6M | +11.0% | -8.4% | +19.4% | +11.5% |
| YTD | -14.4% | +65.9% | -80.3% | -24.1% |
| 1Y | -9.1% | +69.4% | -78.5% | -19.9% |
| 3Y | +37.1% | +55.9% | -18.8% | +21.2% |
| 5Y | +83.3% | +146.2% | -62.8% | +47.4% |
| 10Y | +1,201.6% | +140.6% | +1,060.9% | +780.3% |
| All | +1,119.4% | +23.0% | +1,096.3% | +714.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling