-3.2%
CCL vs ARES
+1,204.3%
-1,207.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +1.8% |
| 7D | +3.1% | +5.0% | -1.9% | +0.5% |
| 30D | +17.5% | +19.1% | -1.6% | +6.7% |
| 3M | +6.8% | +3.1% | +3.7% | +4.8% |
| 6M | +18.7% | +12.9% | +5.9% | +10.1% |
| YTD | +3.0% | -10.7% | +13.7% | +6.4% |
| 1Y | +17.7% | -5.5% | +23.3% | +17.2% |
| 3Y | +155.6% | +45.0% | +110.6% | +97.6% |
| 5Y | +30.2% | +87.4% | -57.2% | -13.1% |
| 10Y | -28.5% | +1,267.4% | -1,295.9% | -73.9% |
| All | -3.2% | +1,204.3% | -1,207.5% | -65.0% |
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