+150.5%
CNP vs ARES
+1,196.0%
-1,045.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +1.1% | -1.7% | +2.8% | +1.4% |
| 30D | -1.8% | +0.3% | -2.1% | -2.0% |
| 3M | -4.6% | +8.5% | -13.1% | -6.7% |
| 6M | -8.8% | +23.5% | -32.3% | -13.7% |
| YTD | +5.2% | -11.2% | +16.5% | +6.1% |
| 1Y | +8.3% | -19.3% | +27.6% | +11.1% |
| 3Y | +54.9% | +48.7% | +6.2% | +32.2% |
| 5Y | +73.5% | +106.5% | -33.0% | +31.1% |
| 10Y | +139.1% | +1,055.3% | -916.2% | +28.5% |
| All | +150.5% | +1,196.0% | -1,045.5% | +32.3% |
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