-45.9%
CHTR vs ARES
+979.8%
-1,025.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | -4.1% | -6.1% | +2.0% | -2.4% |
| 30D | -3.0% | -7.5% | +4.6% | -0.9% |
| 3M | +4.8% | +0.1% | +4.7% | +4.4% |
| 6M | -35.0% | +30.3% | -65.3% | -40.0% |
| YTD | -30.2% | -16.6% | -13.6% | -27.8% |
| 1Y | -44.8% | -26.1% | -18.7% | -41.2% |
| 3Y | -66.6% | +36.4% | -103.0% | -71.1% |
| 5Y | -81.5% | +95.0% | -176.5% | -86.0% |
| All | -45.9% | +979.8% | -1,025.7% | -71.3% |
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