+140.4%
CI vs ARES
+1,045.9%
-905.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -1.8% | +1.3% | -3.1% | -2.2% |
| 3M | -4.2% | +10.4% | -14.6% | -6.8% |
| 6M | +2.7% | +29.0% | -26.3% | -4.2% |
| YTD | +1.9% | -12.2% | +14.1% | +3.2% |
| 1Y | -6.3% | -18.4% | +12.2% | -3.7% |
| 3Y | +3.9% | +43.2% | -39.3% | -12.9% |
| 5Y | +41.9% | +102.6% | -60.7% | +2.3% |
| 10Y | +140.4% | +1,029.6% | -889.2% | +11.7% |
| All | +140.4% | +1,045.9% | -905.5% | +11.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling