+340.2%
COP vs ARES
+1,006.5%
-666.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.1% |
| 7D | -0.5% | -2.7% | +2.2% | +0.3% |
| 30D | +11.7% | -2.4% | +14.1% | +12.2% |
| 3M | +17.7% | +3.9% | +13.8% | +14.9% |
| 6M | +18.3% | +26.4% | -8.1% | +6.3% |
| YTD | +49.1% | -14.9% | +63.9% | +52.8% |
| 1Y | +53.3% | -20.4% | +73.7% | +59.8% |
| 3Y | +22.2% | +38.8% | -16.6% | -0.7% |
| 5Y | +193.3% | +97.0% | +96.3% | +97.6% |
| 10Y | +340.2% | +999.8% | -659.6% | +71.2% |
| All | +340.2% | +1,006.5% | -666.2% | +71.2% |
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