+1,099.7%
CCJ vs ARES
+1,006.5%
+93.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -0.4% |
| 7D | +4.2% | -2.7% | +6.9% | +5.2% |
| 30D | +3.2% | -2.4% | +5.6% | +4.0% |
| 3M | -1.8% | +3.9% | -5.7% | -3.8% |
| 6M | -13.5% | +26.4% | -39.9% | -21.9% |
| YTD | +9.7% | -14.9% | +24.6% | +14.0% |
| 1Y | +30.0% | -20.4% | +50.4% | +37.8% |
| 3Y | +172.6% | +38.8% | +133.8% | +130.2% |
| 5Y | +342.9% | +97.0% | +246.0% | +220.4% |
| 10Y | +1,099.7% | +999.8% | +100.0% | +497.4% |
| All | +1,099.7% | +1,006.5% | +93.3% | +497.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling