-17.6%
CCJ vs ARES
-7.5%
-10.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -13.2% | +19.7% | -32.8% | -17.2% |
| 3M | -27.6% | -9.0% | -18.7% | -26.1% |
| 6M | -38.7% | +11.5% | -50.2% | -40.2% |
| YTD | -22.7% | -13.8% | -8.9% | -18.4% |
| 1Y | -17.6% | -5.6% | -12.0% | -18.1% |
| All | -17.6% | -7.5% | -10.0% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling