+79.1%
CME vs ARES
+105.6%
-26.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | +6.2% | +0.3% | +6.0% | +6.2% |
| 3M | +10.4% | +8.5% | +1.9% | +9.6% |
| 6M | -9.5% | +23.5% | -33.0% | -11.1% |
| YTD | +6.0% | -11.2% | +17.2% | +6.7% |
| 1Y | +9.3% | -19.3% | +28.6% | +10.8% |
| 3Y | +57.7% | +48.7% | +9.0% | +42.2% |
| All | +79.1% | +105.6% | -26.5% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling