+420.1%
CORZ vs ARES
+27.1%
+392.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | +8.4% | -1.7% | +10.0% | +9.6% |
| 30D | -17.8% | +0.3% | -18.1% | -18.4% |
| 3M | -35.9% | +8.5% | -44.4% | -40.2% |
| 6M | +12.9% | +23.5% | -10.5% | -6.0% |
| YTD | +22.9% | -11.2% | +34.1% | +31.9% |
| 1Y | +31.4% | -19.3% | +50.6% | +51.3% |
| All | +420.1% | +27.1% | +392.9% | +281.3% |
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