+421.5%
CARR vs ARES
+504.1%
-82.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | -3.8% | -6.1% | +2.3% | -1.5% |
| 30D | -8.9% | -7.5% | -1.4% | -6.4% |
| 3M | -17.3% | +0.1% | -17.4% | -17.9% |
| 6M | -1.4% | +30.3% | -31.7% | -12.1% |
| YTD | +10.0% | -16.6% | +26.6% | +15.0% |
| 1Y | -6.4% | -26.1% | +19.7% | +2.3% |
| 3Y | +1.5% | +36.4% | -34.9% | -16.3% |
| 5Y | +9.3% | +95.0% | -85.7% | -24.3% |
| All | +421.5% | +504.1% | -82.6% | +170.5% |
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