+37.4%
CAVA vs ARES
+63.4%
-26.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -3.7% | +1.3% | -4.9% | -4.5% |
| 3M | -18.3% | +10.4% | -28.7% | -23.5% |
| 6M | -23.5% | +29.0% | -52.5% | -35.5% |
| YTD | +2.5% | -12.2% | +14.7% | +8.3% |
| 1Y | -8.0% | -18.4% | +10.5% | +0.8% |
| 3Y | +53.5% | +43.2% | +10.3% | +28.2% |
| All | +37.4% | +63.4% | -26.0% | +17.6% |
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