+235.3%
CMS vs ARES
+1,196.0%
-960.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | -1.7% | +2.0% | +0.5% |
| 30D | -3.6% | +0.3% | -3.9% | -3.7% |
| 3M | -1.9% | +8.5% | -10.4% | -3.0% |
| 6M | -11.0% | +23.5% | -34.4% | -13.5% |
| YTD | +0.2% | -11.2% | +11.4% | +0.8% |
| 1Y | -1.3% | -19.3% | +18.0% | +0.2% |
| 3Y | +35.9% | +48.7% | -12.7% | +24.3% |
| 5Y | +23.1% | +106.5% | -83.5% | +5.1% |
| 10Y | +117.9% | +1,055.3% | -937.4% | +57.7% |
| All | +235.3% | +1,196.0% | -960.7% | +146.5% |
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 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