+433.8%
CAH vs ARES
+1,196.0%
-762.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +5.4% | -1.7% | +7.1% | +5.7% |
| 30D | +3.3% | +0.3% | +3.1% | +3.2% |
| 3M | +22.8% | +8.5% | +14.3% | +20.5% |
| 6M | +11.3% | +23.5% | -12.2% | +5.9% |
| YTD | +21.1% | -11.2% | +32.4% | +22.1% |
| 1Y | +67.2% | -19.3% | +86.5% | +71.3% |
| 3Y | +195.6% | +48.7% | +147.0% | +153.6% |
| 5Y | +413.8% | +106.5% | +307.3% | +292.2% |
| 10Y | +309.6% | +1,055.3% | -745.8% | +108.2% |
| All | +433.8% | +1,196.0% | -762.1% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling