+1,782.3%
CDNS vs ARES
+1,196.0%
+586.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -14.0% | -1.7% | -12.3% | -13.4% |
| 30D | -13.2% | +0.3% | -13.4% | -13.4% |
| 3M | -28.9% | +8.5% | -37.4% | -31.7% |
| 6M | -4.2% | +23.5% | -27.6% | -13.2% |
| YTD | -6.4% | -11.2% | +4.9% | -3.9% |
| 1Y | -16.2% | -19.3% | +3.1% | -11.2% |
| 3Y | +20.2% | +48.7% | -28.5% | -1.5% |
| 5Y | +76.6% | +106.5% | -29.9% | +25.4% |
| 10Y | +1,029.7% | +1,055.3% | -25.7% | +427.4% |
| All | +1,782.3% | +1,196.0% | +586.3% | +741.6% |
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