+645.1%
COR vs ARES
+1,204.3%
-559.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +3.1% |
| 7D | +2.3% | +5.0% | -2.6% | +1.7% |
| 30D | +6.8% | +19.1% | -12.3% | +4.1% |
| 3M | +8.1% | +3.1% | +5.0% | +7.5% |
| 6M | +33.0% | +12.9% | +20.1% | +30.1% |
| YTD | +3.0% | -10.7% | +13.6% | +3.6% |
| 1Y | -3.4% | -5.5% | +2.1% | -3.9% |
| 3Y | +80.1% | +45.0% | +35.1% | +59.1% |
| 5Y | +194.7% | +87.4% | +107.3% | +138.7% |
| 10Y | +512.3% | +1,267.4% | -755.1% | +235.0% |
| All | +645.1% | +1,204.3% | -559.2% | +308.1% |
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