+443.8%
CCJ vs ARES
+1,196.0%
-752.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +0.7% | -1.7% | +2.4% | +1.3% |
| 30D | +6.9% | +0.3% | +6.6% | +6.7% |
| 3M | -11.6% | +8.5% | -20.1% | -14.5% |
| 6M | -16.2% | +23.5% | -39.7% | -23.1% |
| YTD | +10.1% | -11.2% | +21.3% | +12.4% |
| 1Y | +32.3% | -19.3% | +51.6% | +39.0% |
| 3Y | +171.3% | +48.7% | +122.6% | +127.6% |
| 5Y | +372.4% | +106.5% | +265.9% | +247.9% |
| 10Y | +1,070.0% | +1,055.3% | +14.7% | +484.9% |
| All | +443.8% | +1,196.0% | -752.1% | +154.5% |
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 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