+67.6%
CCI vs ARES
+1,196.0%
-1,128.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -0.4% | -1.7% | +1.3% | -0.1% |
| 30D | +2.7% | +0.3% | +2.4% | +2.6% |
| 3M | -18.2% | +8.5% | -26.7% | -19.7% |
| 6M | -14.8% | +23.5% | -38.3% | -18.6% |
| YTD | -12.6% | -11.2% | -1.4% | -11.7% |
| 1Y | -16.7% | -19.3% | +2.5% | -14.7% |
| 3Y | -10.5% | +48.7% | -59.2% | -21.8% |
| 5Y | -51.4% | +106.5% | -158.0% | -61.3% |
| 10Y | +20.0% | +1,055.3% | -1,035.3% | -23.5% |
| All | +67.6% | +1,196.0% | -1,128.4% | +2.0% |
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