+169.3%
CHRW vs ARES
+1,045.9%
-876.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | +0.9% | +1.3% | -0.4% | +0.6% |
| 3M | -19.9% | +10.4% | -30.2% | -21.6% |
| 6M | -15.8% | +29.0% | -44.8% | -20.5% |
| YTD | -5.6% | -12.2% | +6.6% | -4.4% |
| 1Y | +21.0% | -18.4% | +39.5% | +23.9% |
| 3Y | +86.0% | +43.2% | +42.9% | +67.4% |
| 5Y | +88.6% | +102.6% | -14.0% | +55.0% |
| 10Y | +169.3% | +1,029.6% | -860.3% | +64.8% |
| All | +169.3% | +1,045.9% | -876.6% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling