+1,460.5%
CIEN vs ARES
+1,006.5%
+454.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.2% |
| 7D | -4.6% | -2.7% | -1.9% | -3.8% |
| 30D | -12.8% | -2.4% | -10.4% | -12.2% |
| 3M | -23.1% | +3.9% | -27.0% | -25.0% |
| 6M | +6.1% | +26.4% | -20.3% | -5.5% |
| YTD | +44.5% | -14.9% | +59.4% | +48.0% |
| 1Y | +176.6% | -20.4% | +197.0% | +189.4% |
| 3Y | +601.0% | +38.8% | +562.2% | +495.0% |
| 5Y | +509.1% | +97.0% | +412.1% | +343.0% |
| 10Y | +1,460.5% | +999.8% | +460.7% | +643.8% |
| All | +1,460.5% | +1,006.5% | +454.0% | +643.8% |
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