+7.7%
CARR vs ARES
+90.2%
-82.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.2% |
| 7D | -4.1% | -7.7% | +3.6% | -1.2% |
| 30D | -11.0% | -8.7% | -2.3% | -7.9% |
| 3M | -16.4% | +2.8% | -19.2% | -17.8% |
| 6M | -2.4% | +23.1% | -25.4% | -11.6% |
| YTD | +8.4% | -17.3% | +25.7% | +14.3% |
| 1Y | -8.0% | -24.3% | +16.3% | +0.1% |
| 3Y | +0.6% | +34.9% | -34.3% | -19.3% |
| 5Y | +7.7% | +93.5% | -85.7% | -30.0% |
| All | +7.7% | +90.2% | -82.5% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling