+269.8%
CORZ vs ARES
+28.0%
+241.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.2% | +4.0% | +5.5% |
| 7D | +1.7% | +5.0% | -3.3% | -1.9% |
| 30D | -17.5% | +19.1% | -36.5% | -27.2% |
| 3M | -39.5% | +3.1% | -42.5% | -41.6% |
| 6M | -44.5% | +12.9% | -57.4% | -50.4% |
| YTD | -12.6% | -10.7% | -2.0% | -7.5% |
| 1Y | -37.0% | -5.5% | -31.5% | -36.8% |
| All | +269.8% | +28.0% | +241.8% | +167.3% |
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 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