+621.0%
CAT vs ARES
+1,152.0%
-531.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -10.3% | +4.5% | -14.8% | -11.8% |
| 30D | -31.2% | +15.7% | -46.9% | -34.8% |
| 3M | -34.7% | -2.0% | -32.6% | -34.7% |
| 6M | -39.5% | +10.4% | -49.9% | -42.2% |
| YTD | -1.7% | -14.2% | +12.6% | +0.8% |
| 1Y | -1.1% | -7.8% | +6.6% | -1.3% |
| 3Y | +143.9% | +41.4% | +102.5% | +107.4% |
| 5Y | +194.8% | +83.7% | +111.1% | +124.3% |
| 10Y | +739.8% | +1,204.1% | -464.3% | +288.3% |
| All | +621.0% | +1,152.0% | -531.0% | +224.8% |
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