+326.0%
CAT vs ARES
+105.6%
+220.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +1.7% | -1.7% | +3.4% | +2.3% |
| 30D | -6.6% | +0.3% | -6.8% | -6.9% |
| 3M | -13.3% | +8.5% | -21.8% | -16.4% |
| 6M | +11.6% | +23.5% | -11.9% | +1.7% |
| YTD | +42.9% | -11.2% | +54.2% | +46.6% |
| 1Y | +95.4% | -19.3% | +114.7% | +107.0% |
| 3Y | +196.6% | +48.7% | +147.9% | +143.2% |
| All | +326.0% | +105.6% | +220.4% | +198.9% |
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 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