+163.4%
COP vs ARES
+1,204.3%
-1,041.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.6% |
| 7D | -8.4% | +5.0% | -13.4% | -9.9% |
| 30D | +0.3% | +19.1% | -18.8% | -5.3% |
| 3M | +15.1% | +3.1% | +12.0% | +13.1% |
| 6M | +19.8% | +12.9% | +6.9% | +13.1% |
| YTD | +46.8% | -10.7% | +57.5% | +47.3% |
| 1Y | +59.7% | -5.5% | +65.3% | +56.7% |
| 3Y | +28.7% | +45.0% | -16.3% | +5.0% |
| 5Y | +110.7% | +87.4% | +23.3% | +50.3% |
| 10Y | +298.3% | +1,267.4% | -969.1% | +56.0% |
| All | +163.4% | +1,204.3% | -1,041.0% | -0.9% |
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