-69.0%
CPNG vs ARES
+208.8%
-277.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.9% |
| 7D | -7.4% | -1.7% | -5.8% | -6.7% |
| 30D | -4.4% | +0.3% | -4.7% | -4.8% |
| 3M | -7.5% | +8.5% | -16.0% | -12.1% |
| 6M | -19.9% | +23.5% | -43.4% | -30.1% |
| YTD | -35.2% | -11.2% | -24.0% | -32.5% |
| 1Y | -46.8% | -19.3% | -27.5% | -42.3% |
| 3Y | -20.2% | +48.7% | -68.8% | -48.2% |
| 5Y | -48.4% | +106.5% | -155.0% | -76.0% |
| All | -69.0% | +208.8% | -277.8% | -85.5% |
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