+236.7%
CHRW vs ARES
+1,196.0%
-959.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | -1.4% | -1.7% | +0.3% | -1.1% |
| 30D | -3.5% | +0.3% | -3.7% | -3.6% |
| 3M | -19.4% | +8.5% | -27.9% | -20.8% |
| 6M | -21.4% | +23.5% | -44.8% | -24.9% |
| YTD | -7.1% | -11.2% | +4.1% | -6.3% |
| 1Y | +17.8% | -19.3% | +37.1% | +20.6% |
| 3Y | +78.8% | +48.7% | +30.1% | +61.3% |
| 5Y | +83.5% | +106.5% | -23.0% | +53.3% |
| 10Y | +160.2% | +1,055.3% | -895.1% | +67.2% |
| All | +236.7% | +1,196.0% | -959.3% | +109.0% |
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