+34.9%
CMS vs ARES
+81.3%
-46.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.4% |
| 7D | -1.3% | -0.3% | -0.9% | -1.3% |
| 30D | +5.3% | +15.3% | -10.0% | +4.4% |
| 3M | -0.3% | -5.4% | +5.0% | -0.1% |
| 6M | -4.0% | +10.0% | -14.1% | -4.7% |
| YTD | +2.1% | -14.7% | +16.8% | +3.0% |
| 1Y | -4.7% | -9.7% | +5.0% | -4.4% |
| 3Y | +36.8% | +35.8% | +1.0% | +27.8% |
| 5Y | +34.9% | +80.9% | -46.0% | +18.5% |
| All | +34.9% | +81.3% | -46.5% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling