-2.4%
CHTR vs ARES
+1,142.5%
-1,144.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.1% | -5.1% | -7.3% |
| 7D | -15.8% | -2.7% | -13.1% | -15.2% |
| 30D | -12.7% | -2.4% | -10.3% | -12.0% |
| 3M | -1.1% | +3.9% | -5.0% | -2.3% |
| 6M | -39.9% | +26.4% | -66.3% | -43.9% |
| YTD | -35.9% | -14.9% | -21.0% | -34.1% |
| 1Y | -49.2% | -20.4% | -28.7% | -47.1% |
| 3Y | -68.3% | +38.8% | -107.1% | -72.4% |
| 5Y | -83.0% | +97.0% | -179.9% | -86.8% |
| 10Y | -49.3% | +999.8% | -1,049.1% | -73.3% |
| All | -2.4% | +1,142.5% | -1,144.9% | -51.3% |
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 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