+186.4%
COP vs ARES
+105.6%
+80.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +3.0% | -1.7% | +4.7% | +3.3% |
| 30D | +17.5% | +0.3% | +17.2% | +17.2% |
| 3M | +13.4% | +8.5% | +4.9% | +10.5% |
| 6M | +17.7% | +23.5% | -5.7% | +10.0% |
| YTD | +46.6% | -11.2% | +57.8% | +49.4% |
| 1Y | +44.6% | -19.3% | +63.9% | +50.8% |
| 3Y | +20.7% | +48.7% | -28.0% | +2.5% |
| All | +186.4% | +105.6% | +80.8% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling