+100.3%
CCI vs ARES
+1,202.8%
-1,102.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +3.2% | +8.1% | -4.9% | +1.8% |
| 30D | +12.2% | +18.9% | -6.7% | +8.7% |
| 3M | +23.1% | +2.3% | +20.8% | +22.4% |
| 6M | +1.3% | +12.7% | -11.5% | -1.4% |
| YTD | +4.5% | -10.8% | +15.2% | +5.3% |
| 1Y | +2.3% | -5.3% | +7.6% | +1.9% |
| 3Y | +9.8% | +42.0% | -32.3% | -3.2% |
| 5Y | -36.5% | +88.3% | -124.8% | -48.6% |
| 10Y | +64.7% | +1,148.2% | -1,083.6% | +4.5% |
| All | +100.3% | +1,202.8% | -1,102.4% | +21.6% |
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