+157.7%
CNP vs ARES
+1,204.3%
-1,046.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.4% |
| 7D | -4.3% | +5.0% | -9.3% | -5.3% |
| 30D | +5.7% | +19.1% | -13.3% | +2.0% |
| 3M | +0.9% | +3.1% | -2.2% | 0.0% |
| 6M | -1.1% | +12.9% | -13.9% | -4.2% |
| YTD | +8.3% | -10.7% | +18.9% | +8.8% |
| 1Y | +5.9% | -5.5% | +11.4% | +4.9% |
| 3Y | +64.6% | +45.0% | +19.6% | +41.4% |
| 5Y | +74.6% | +87.4% | -12.8% | +35.7% |
| 10Y | +139.8% | +1,267.4% | -1,127.6% | +27.4% |
| All | +157.7% | +1,204.3% | -1,046.7% | +35.7% |
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