-69.2%
CPNG vs ARES
+199.8%
-268.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.2% |
| 7D | -6.8% | +0.5% | -7.2% | -7.0% |
| 30D | +5.5% | +19.7% | -14.2% | -4.0% |
| 3M | -6.8% | -9.0% | +2.2% | -2.1% |
| 6M | -4.8% | +11.5% | -16.4% | -11.1% |
| YTD | -35.6% | -13.8% | -21.8% | -32.0% |
| 1Y | -46.8% | -5.6% | -41.2% | -47.0% |
| 3Y | -0.8% | +36.1% | -36.9% | -31.3% |
| 5Y | -42.9% | +82.7% | -125.5% | -72.7% |
| All | -69.2% | +199.8% | -268.9% | -85.4% |
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