+298.1%
CI vs ARES
+1,204.3%
-906.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.2% |
| 7D | +0.1% | +5.0% | -4.8% | -0.9% |
| 30D | +4.7% | +19.1% | -14.4% | +1.0% |
| 3M | +5.2% | +3.1% | +2.1% | +4.3% |
| 6M | +3.8% | +12.9% | -9.1% | +0.5% |
| YTD | +9.2% | -10.7% | +19.9% | +9.9% |
| 1Y | +14.3% | -5.5% | +19.8% | +13.3% |
| 3Y | +8.4% | +45.0% | -36.6% | -7.4% |
| 5Y | +50.0% | +87.4% | -37.3% | +15.5% |
| 10Y | +142.2% | +1,267.4% | -1,125.2% | +20.3% |
| All | +298.1% | +1,204.3% | -906.2% | +93.7% |
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 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