+621.4%
CME vs ARES
+1,152.0%
-530.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.9% | +4.5% | -3.6% | +0.2% |
| 30D | +13.2% | +15.7% | -2.6% | +10.6% |
| 3M | +16.3% | -2.0% | +18.3% | +16.4% |
| 6M | +7.1% | +10.4% | -3.3% | +4.9% |
| YTD | +15.8% | -14.2% | +30.1% | +17.2% |
| 1Y | +17.1% | -7.8% | +24.8% | +16.8% |
| 3Y | +63.2% | +41.4% | +21.8% | +44.1% |
| 5Y | +70.2% | +83.7% | -13.5% | +38.0% |
| 10Y | +337.0% | +1,204.1% | -867.1% | +150.6% |
| All | +621.4% | +1,152.0% | -530.6% | +307.9% |
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