+613.2%
COR vs ARES
+1,196.0%
-582.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +2.8% | -1.7% | +4.4% | +3.0% |
| 30D | +4.5% | +0.3% | +4.3% | +4.4% |
| 3M | +22.7% | +8.5% | +14.2% | +20.8% |
| 6M | -9.7% | +23.5% | -33.2% | -13.1% |
| YTD | -1.4% | -11.2% | +9.8% | -0.7% |
| 1Y | +13.9% | -19.3% | +33.2% | +16.2% |
| 3Y | +94.0% | +48.7% | +45.3% | +70.1% |
| 5Y | +184.0% | +106.5% | +77.5% | +124.4% |
| 10Y | +406.8% | +1,055.3% | -648.6% | +182.2% |
| All | +613.2% | +1,196.0% | -582.8% | +291.3% |
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