+560.3%
CME vs ARES
+1,196.0%
-635.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | +6.2% | +0.3% | +6.0% | +6.1% |
| 3M | +10.4% | +8.5% | +1.9% | +8.7% |
| 6M | -9.5% | +23.5% | -33.0% | -13.2% |
| YTD | +6.0% | -11.2% | +17.2% | +6.8% |
| 1Y | +9.3% | -19.3% | +28.6% | +11.5% |
| 3Y | +57.7% | +48.7% | +9.0% | +38.0% |
| 5Y | +77.7% | +106.5% | -28.8% | +40.7% |
| 10Y | +281.2% | +1,055.3% | -774.1% | +120.0% |
| All | +560.3% | +1,196.0% | -635.7% | +271.8% |
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 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