+139.1%
CI vs ARES
+1,045.9%
-906.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | -2.4% | +1.3% | -3.7% | -2.8% |
| 3M | -4.8% | +10.4% | -15.1% | -7.3% |
| 6M | +2.1% | +29.0% | -26.9% | -4.7% |
| YTD | +1.4% | -12.2% | +13.5% | +2.7% |
| 1Y | -6.8% | -18.4% | +11.7% | -4.2% |
| 3Y | +3.3% | +43.2% | -39.9% | -13.4% |
| 5Y | +41.1% | +102.6% | -61.5% | +1.8% |
| 10Y | +139.1% | +1,029.6% | -890.6% | +11.1% |
| All | +139.1% | +1,045.9% | -906.8% | +11.1% |
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 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