+194.2%
CHRW vs ARES
+1,202.8%
-1,008.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | +8.1% | -11.5% | -4.7% |
| 30D | -9.4% | +18.9% | -28.3% | -12.1% |
| 3M | -12.6% | +2.3% | -15.0% | -13.2% |
| 6M | -24.2% | +12.7% | -36.9% | -26.2% |
| YTD | -18.9% | -10.8% | -8.1% | -18.3% |
| 1Y | -13.7% | -5.3% | -8.4% | -14.1% |
| 3Y | +72.6% | +42.0% | +30.5% | +57.0% |
| 5Y | +55.6% | +88.3% | -32.7% | +31.7% |
| 10Y | +122.7% | +1,148.2% | -1,025.5% | +42.1% |
| All | +194.2% | +1,202.8% | -1,008.6% | +82.2% |
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 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