+411.5%
CAH vs ARES
+1,112.4%
-700.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | +3.5% | +0.5% | +3.0% | +3.3% |
| 30D | +13.5% | +19.7% | -6.2% | +9.6% |
| 3M | +21.8% | -9.0% | +30.8% | +23.7% |
| 6M | +51.5% | +11.5% | +40.0% | +47.4% |
| YTD | +38.1% | -13.8% | +51.9% | +39.9% |
| 1Y | +37.7% | -5.6% | +43.3% | +36.3% |
| 3Y | +179.6% | +36.1% | +143.5% | +141.2% |
| 5Y | +504.9% | +82.7% | +422.3% | +363.3% |
| All | +411.5% | +1,112.4% | -700.9% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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