+948.1%
CAT vs ARES
+1,196.0%
-247.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +1.7% | -1.7% | +3.4% | +2.3% |
| 30D | -6.6% | +0.3% | -6.8% | -6.8% |
| 3M | -13.3% | +8.5% | -21.8% | -16.1% |
| 6M | +11.6% | +23.5% | -11.9% | +2.4% |
| YTD | +42.9% | -11.2% | +54.2% | +45.6% |
| 1Y | +95.4% | -19.3% | +114.7% | +104.6% |
| 3Y | +196.6% | +48.7% | +147.9% | +149.3% |
| 5Y | +321.7% | +106.5% | +215.1% | +210.5% |
| 10Y | +1,140.8% | +1,055.3% | +85.5% | +480.1% |
| All | +948.1% | +1,196.0% | -247.9% | +369.3% |
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