+42.5%
CI vs ARES
+105.6%
-63.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +4.4% | +0.3% | +4.2% | +4.4% |
| 3M | +0.7% | +8.5% | -7.8% | -0.3% |
| 6M | +0.3% | +23.5% | -23.1% | -2.1% |
| YTD | +3.8% | -11.2% | +15.0% | +4.7% |
| 1Y | -5.5% | -19.3% | +13.8% | -3.9% |
| 3Y | +8.1% | +48.7% | -40.5% | -3.3% |
| All | +42.5% | +105.6% | -63.1% | +15.6% |
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