+63.2%
CME vs ARES
+37.4%
+25.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.9% | +4.5% | -3.6% | +1.0% |
| 30D | +13.2% | +15.7% | -2.6% | +13.4% |
| 3M | +16.3% | -2.0% | +18.3% | +16.2% |
| 6M | +7.1% | +10.4% | -3.3% | +7.3% |
| YTD | +15.8% | -14.2% | +30.1% | +15.4% |
| 1Y | +17.1% | -7.8% | +24.8% | +16.9% |
| 3Y | +63.2% | +41.4% | +21.8% | +59.5% |
| All | +63.2% | +37.4% | +25.7% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling