+1,934.5%
COHR vs ARES
+1,107.9%
+826.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.0% |
| 7D | +10.9% | -7.7% | +18.6% | +15.3% |
| 30D | -10.8% | -8.7% | -2.1% | -7.2% |
| 3M | -17.4% | +2.8% | -20.2% | -19.8% |
| 6M | +12.5% | +23.1% | -10.6% | -1.8% |
| YTD | +58.8% | -17.3% | +76.1% | +66.7% |
| 1Y | +183.3% | -24.3% | +207.6% | +209.8% |
| 3Y | +783.0% | +34.9% | +748.1% | +648.7% |
| 5Y | +377.2% | +93.5% | +283.8% | +239.8% |
| 10Y | +1,261.0% | +969.2% | +291.9% | +494.6% |
| All | +1,934.5% | +1,107.9% | +826.5% | +737.9% |
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