+323.5%
CORZ vs ARES
+26.4%
+297.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.1% | +11.7% |
| 7D | +14.2% | +0.8% | +13.4% | +13.8% |
| 30D | -3.0% | +16.7% | -19.7% | -13.4% |
| 3M | -26.3% | -2.6% | -23.6% | -26.1% |
| 6M | -36.5% | +13.0% | -49.5% | -43.4% |
| YTD | +0.1% | -11.7% | +11.8% | +6.7% |
| 1Y | -15.9% | -6.7% | -9.2% | -15.0% |
| All | +323.5% | +26.4% | +297.1% | +208.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling