+160.5%
CAT vs ARES
+36.2%
+124.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.7% |
| 7D | +9.3% | -0.3% | +9.6% | +9.5% |
| 30D | -21.5% | +15.3% | -36.8% | -25.6% |
| 3M | -29.1% | -5.4% | -23.7% | -28.1% |
| 6M | -33.4% | +10.0% | -43.4% | -36.4% |
| YTD | +6.6% | -14.7% | +21.2% | +11.4% |
| 1Y | +6.5% | -9.7% | +16.2% | +8.4% |
| All | +160.5% | +36.2% | +124.4% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling