+238.8%
CMS vs ARES
+1,152.0%
-913.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.3% | +4.5% | -5.9% | -1.8% |
| 30D | +6.3% | +15.7% | -9.4% | +4.6% |
| 3M | -2.1% | -2.0% | 0.0% | -2.0% |
| 6M | -5.1% | +10.4% | -15.5% | -6.5% |
| YTD | +1.3% | -14.2% | +15.5% | +2.1% |
| 1Y | -1.4% | -7.8% | +6.4% | -1.5% |
| 3Y | +36.9% | +41.4% | -4.5% | +25.9% |
| 5Y | +32.5% | +83.7% | -51.1% | +15.0% |
| 10Y | +126.8% | +1,204.1% | -1,077.3% | +64.9% |
| All | +238.8% | +1,152.0% | -913.2% | +149.8% |
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 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