+1,298.9%
COHR vs ARES
+979.8%
+319.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.7% |
| 7D | +8.3% | -6.1% | +14.4% | +12.1% |
| 30D | -14.1% | -7.5% | -6.6% | -10.9% |
| 3M | -16.0% | +0.1% | -16.1% | -17.5% |
| 6M | +21.5% | +30.3% | -8.8% | +0.6% |
| YTD | +65.4% | -16.6% | +82.1% | +73.8% |
| 1Y | +195.0% | -26.1% | +221.1% | +231.2% |
| 3Y | +830.2% | +36.4% | +793.7% | +655.5% |
| 5Y | +397.1% | +95.0% | +302.1% | +227.5% |
| All | +1,298.9% | +979.8% | +319.0% | +402.2% |
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