+252.5%
COF vs ARES
+1,181.8%
-929.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.0% |
| 7D | +1.2% | -0.3% | +1.6% | +1.4% |
| 30D | -1.4% | +1.3% | -2.7% | -2.2% |
| 3M | +19.0% | +10.4% | +8.7% | +12.5% |
| 6M | +14.9% | +29.0% | -14.1% | -0.5% |
| YTD | -10.7% | -12.2% | +1.5% | -7.3% |
| 1Y | -1.3% | -18.4% | +17.2% | +5.6% |
| 3Y | +124.3% | +43.2% | +81.1% | +80.3% |
| 5Y | +51.1% | +102.6% | -51.5% | +0.6% |
| 10Y | +252.4% | +1,029.6% | -777.3% | +30.0% |
| All | +252.5% | +1,181.8% | -929.3% | +19.7% |
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