+278.4%
CI vs ARES
+1,196.0%
-917.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +1.3% | -1.7% | +3.0% | +1.6% |
| 30D | +4.4% | +0.3% | +4.2% | +4.2% |
| 3M | +0.7% | +8.5% | -7.8% | -1.5% |
| 6M | +0.3% | +23.5% | -23.1% | -5.0% |
| YTD | +3.8% | -11.2% | +15.0% | +4.8% |
| 1Y | -5.5% | -19.3% | +13.8% | -2.9% |
| 3Y | +8.1% | +48.7% | -40.5% | -8.4% |
| 5Y | +42.8% | +106.5% | -63.7% | +6.8% |
| 10Y | +143.9% | +1,055.3% | -911.4% | +23.3% |
| All | +278.4% | +1,196.0% | -917.6% | +84.6% |
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 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