+628.9%
CME vs ARES
+1,202.8%
-573.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.7% | +8.1% | -6.5% | +0.4% |
| 30D | +10.2% | +18.9% | -8.8% | +7.2% |
| 3M | +17.8% | +2.3% | +15.4% | +17.1% |
| 6M | +11.0% | +12.7% | -1.7% | +8.3% |
| YTD | +17.0% | -10.8% | +27.8% | +17.7% |
| 1Y | +15.8% | -5.3% | +21.1% | +15.1% |
| 3Y | +61.8% | +42.0% | +19.7% | +43.1% |
| 5Y | +72.5% | +88.3% | -15.8% | +39.5% |
| 10Y | +288.0% | +1,148.2% | -860.2% | +122.8% |
| All | +628.9% | +1,202.8% | -573.8% | +309.6% |
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