-41.7%
CCL vs ARES
+1,006.5%
-1,048.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.3% |
| 7D | -4.4% | -2.7% | -1.7% | -2.8% |
| 30D | -18.2% | -2.4% | -15.8% | -17.2% |
| 3M | -17.7% | +3.9% | -21.6% | -20.3% |
| 6M | -13.0% | +26.4% | -39.4% | -26.0% |
| YTD | -24.5% | -14.9% | -9.6% | -19.5% |
| 1Y | -26.9% | -20.4% | -6.5% | -19.7% |
| 3Y | +50.8% | +38.8% | +12.0% | +14.5% |
| 5Y | -0.9% | +97.0% | -97.9% | -40.0% |
| 10Y | -41.7% | +999.8% | -1,041.5% | -79.9% |
| All | -41.7% | +1,006.5% | -1,048.1% | -79.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling