-81.6%
CHTR vs ARES
+94.4%
-176.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | +4.8% | +0.1% | +4.7% | +4.5% |
| 6M | -35.0% | +30.3% | -65.3% | -40.1% |
| YTD | -30.2% | -16.6% | -13.6% | -27.5% |
| 1Y | -44.8% | -26.1% | -18.7% | -40.8% |
| 3Y | -66.6% | +36.4% | -103.0% | -72.0% |
| All | -81.6% | +94.4% | -176.1% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling