+26.6%
CCJ vs ARES
-20.6%
+47.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -0.8% |
| 7D | +4.2% | -2.7% | +6.9% | +4.9% |
| 30D | +3.2% | -2.4% | +5.6% | +3.8% |
| 3M | -1.8% | +3.9% | -5.7% | -2.7% |
| 6M | -13.5% | +26.4% | -39.9% | -17.7% |
| YTD | +9.7% | -14.9% | +24.6% | +15.6% |
| All | +26.6% | -20.6% | +47.2% | +34.5% |
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