+136.0%
CMS vs ARES
+1,145.7%
-1,009.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | +6.6% | +16.7% | -10.1% | +4.4% |
| 3M | +0.8% | -2.6% | +3.4% | +1.0% |
| 6M | -3.3% | +13.0% | -16.3% | -5.3% |
| YTD | +2.7% | -11.7% | +14.5% | +3.5% |
| 1Y | -4.0% | -6.7% | +2.7% | -4.3% |
| 3Y | +37.6% | +40.5% | -2.9% | +23.8% |
| 5Y | +35.4% | +88.2% | -52.8% | +12.3% |
| 10Y | +136.0% | +1,131.0% | -994.9% | +49.1% |
| All | +136.0% | +1,145.7% | -1,009.7% | +49.1% |
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