+414.8%
CMI vs ARES
+1,181.8%
-767.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | -12.5% | +1.3% | -13.8% | -13.1% |
| 3M | -16.2% | +10.4% | -26.6% | -19.4% |
| 6M | +4.9% | +29.0% | -24.2% | -5.1% |
| YTD | +11.1% | -12.2% | +23.3% | +13.7% |
| 1Y | +43.4% | -18.4% | +61.8% | +49.5% |
| 3Y | +154.1% | +43.2% | +110.9% | +118.2% |
| 5Y | +169.5% | +102.6% | +66.9% | +102.0% |
| 10Y | +503.8% | +1,029.6% | -525.8% | +193.8% |
| All | +414.8% | +1,181.8% | -767.1% | +141.7% |
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