-5.7%
COF vs ARES
-23.8%
+18.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -5.1% | -6.1% | +0.9% | -2.9% |
| 30D | -6.0% | -7.5% | +1.5% | -3.3% |
| 3M | +14.8% | +0.1% | +14.7% | +14.2% |
| 6M | +15.3% | +30.3% | -14.9% | +2.3% |
| YTD | -13.0% | -16.6% | +3.6% | -6.9% |
| 1Y | -5.7% | -26.1% | +20.4% | -3.3% |
| All | -5.7% | -23.8% | +18.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling