+72.2%
CHRW vs ARES
+43.8%
+28.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.3% |
| 7D | +0.2% | +5.0% | -4.8% | -0.6% |
| 30D | -9.4% | +19.1% | -28.4% | -11.9% |
| 3M | -13.3% | +3.1% | -16.3% | -13.9% |
| 6M | -24.2% | +12.9% | -37.0% | -25.9% |
| YTD | -18.9% | -10.7% | -8.2% | -18.0% |
| 1Y | -12.4% | -5.5% | -6.8% | -12.4% |
| 3Y | +72.2% | +45.0% | +27.2% | +65.2% |
| All | +72.2% | +43.8% | +28.4% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling