+213.9%
CAT vs ARES
+82.0%
+132.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | +7.4% | +0.5% | +7.0% | +7.3% |
| 30D | -19.7% | +19.7% | -39.3% | -25.1% |
| 3M | -29.6% | -9.0% | -20.6% | -27.6% |
| 6M | -33.2% | +11.5% | -44.7% | -36.7% |
| YTD | +5.7% | -13.8% | +19.5% | +9.0% |
| 1Y | +9.3% | -5.6% | +14.9% | +8.5% |
| 3Y | +158.3% | +36.1% | +122.2% | +117.7% |
| All | +213.9% | +82.0% | +132.0% | +130.4% |
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