+492.2%
COR vs ARES
+1,112.4%
-620.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.8% |
| 7D | +7.8% | +0.5% | +7.4% | +7.8% |
| 30D | +7.0% | +19.7% | -12.7% | +4.2% |
| 3M | +16.3% | -9.0% | +25.2% | +17.7% |
| 6M | +41.3% | +11.5% | +29.7% | +38.3% |
| YTD | +7.1% | -13.8% | +21.0% | +8.4% |
| 1Y | -0.8% | -5.6% | +4.8% | -1.4% |
| 3Y | +85.0% | +36.1% | +48.9% | +62.9% |
| 5Y | +203.9% | +82.7% | +121.2% | +140.0% |
| All | +492.2% | +1,112.4% | -620.3% | +213.0% |
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