+503.2%
CMI vs ARES
+979.8%
-476.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.7% | -6.1% | +5.4% | +1.4% |
| 30D | -12.4% | -7.5% | -4.9% | -10.1% |
| 3M | -14.8% | +0.1% | -14.9% | -15.5% |
| 6M | +0.8% | +30.3% | -29.5% | -9.9% |
| YTD | +10.2% | -16.6% | +26.8% | +15.0% |
| 1Y | +37.4% | -26.1% | +63.5% | +49.0% |
| 3Y | +153.3% | +36.4% | +116.9% | +117.3% |
| 5Y | +167.6% | +95.0% | +72.6% | +96.4% |
| All | +503.2% | +979.8% | -476.6% | +180.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling