+1,261.7%
CIEN vs ARES
+1,145.7%
+116.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.2% |
| 7D | +8.7% | +0.8% | +8.0% | +8.7% |
| 30D | -26.9% | +16.7% | -43.6% | -31.5% |
| 3M | -23.6% | -2.6% | -21.0% | -23.5% |
| 6M | -49.1% | +13.0% | -62.0% | -52.5% |
| YTD | +26.6% | -11.7% | +38.3% | +27.1% |
| 1Y | +42.7% | -6.7% | +49.4% | +39.6% |
| 3Y | +570.8% | +40.5% | +530.3% | +460.4% |
| 5Y | +386.4% | +88.2% | +298.2% | +252.1% |
| 10Y | +1,261.7% | +1,131.0% | +130.8% | +498.1% |
| All | +1,261.7% | +1,145.7% | +116.0% | +498.1% |
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