+415.5%
CNQ vs ARES
+979.8%
-564.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.8% |
| 7D | +0.1% | -6.1% | +6.2% | +2.2% |
| 30D | +6.2% | -7.5% | +13.7% | +8.6% |
| 3M | +12.4% | +0.1% | +12.3% | +11.1% |
| 6M | +9.0% | +30.3% | -21.2% | -3.1% |
| YTD | +52.2% | -16.6% | +68.8% | +56.9% |
| 1Y | +65.0% | -26.1% | +91.1% | +76.6% |
| 3Y | +78.8% | +36.4% | +42.4% | +43.3% |
| 5Y | +286.0% | +95.0% | +191.0% | +155.6% |
| All | +415.5% | +979.8% | -564.3% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling