+163.0%
COP vs ARES
+1,196.0%
-1,033.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +3.0% | -1.7% | +4.7% | +3.5% |
| 30D | +17.5% | +0.3% | +17.2% | +17.1% |
| 3M | +13.4% | +8.5% | +4.9% | +9.3% |
| 6M | +17.7% | +23.5% | -5.7% | +7.4% |
| YTD | +46.6% | -11.2% | +57.8% | +48.1% |
| 1Y | +44.6% | -19.3% | +63.9% | +49.9% |
| 3Y | +20.7% | +48.7% | -28.0% | -2.3% |
| 5Y | +185.0% | +106.5% | +78.5% | +96.6% |
| 10Y | +347.0% | +1,055.3% | -708.3% | +81.4% |
| All | +163.0% | +1,196.0% | -1,033.0% | -0.3% |
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 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