+436.5%
CARR vs ARES
+536.2%
-99.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | +3.2% | -0.3% | +3.6% | +3.4% |
| 30D | -7.7% | +1.3% | -8.9% | -8.2% |
| 3M | -11.9% | +10.4% | -22.3% | -15.5% |
| 6M | +2.0% | +29.0% | -27.0% | -8.7% |
| YTD | +13.2% | -12.2% | +25.3% | +16.1% |
| 1Y | -8.5% | -18.4% | +9.9% | -3.9% |
| 3Y | +5.0% | +43.2% | -38.2% | -15.0% |
| 5Y | +12.0% | +102.6% | -90.6% | -23.6% |
| All | +436.5% | +536.2% | -99.7% | +173.0% |
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 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