+336.7%
COP vs ARES
+1,112.4%
-775.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | +4.4% | +0.5% | +3.9% | +4.1% |
| 30D | 0.0% | +19.7% | -19.7% | -6.2% |
| 3M | +15.0% | -9.0% | +24.0% | +17.7% |
| 6M | +22.0% | +11.5% | +10.5% | +15.0% |
| YTD | +55.3% | -13.8% | +69.2% | +57.8% |
| 1Y | +64.1% | -5.6% | +69.7% | +60.5% |
| 3Y | +34.1% | +36.1% | -2.0% | +8.8% |
| 5Y | +133.4% | +82.7% | +50.7% | +60.0% |
| All | +336.7% | +1,112.4% | -775.7% | +57.8% |
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