+166.9%
COP vs ARES
+1,152.0%
-985.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -11.5% | +4.5% | -16.1% | -12.9% |
| 30D | +5.0% | +15.7% | -10.8% | 0.0% |
| 3M | +17.5% | -2.0% | +19.5% | +17.3% |
| 6M | +16.2% | +10.4% | +5.8% | +10.5% |
| YTD | +48.8% | -14.2% | +63.0% | +51.1% |
| 1Y | +64.1% | -7.8% | +71.9% | +62.1% |
| 3Y | +25.7% | +41.4% | -15.7% | +3.2% |
| 5Y | +114.4% | +83.7% | +30.7% | +53.7% |
| 10Y | +331.7% | +1,204.1% | -872.4% | +71.5% |
| All | +166.9% | +1,152.0% | -985.1% | +1.7% |
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