+301.2%
CCJ vs ARES
+1,188.6%
-887.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | +3.7% | +0.8% | +2.9% | +3.5% |
| 30D | -13.7% | +16.7% | -30.4% | -18.4% |
| 3M | -24.7% | -2.6% | -22.1% | -24.3% |
| 6M | -38.1% | +13.0% | -51.1% | -41.2% |
| YTD | -18.8% | -11.7% | -7.0% | -17.2% |
| 1Y | -19.5% | -6.7% | -12.8% | -19.6% |
| 3Y | +75.9% | +40.5% | +35.4% | +50.3% |
| 5Y | +173.1% | +88.2% | +84.9% | +105.8% |
| 10Y | +813.5% | +1,131.0% | -317.5% | +352.7% |
| All | +301.2% | +1,188.6% | -887.3% | +87.6% |
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