+114.0%
CSCO vs ARES
+105.3%
+8.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -10.1% | +1.3% | -11.4% | -10.6% |
| 3M | -11.7% | +10.4% | -22.1% | -14.5% |
| 6M | +40.1% | +29.0% | +11.1% | +29.9% |
| YTD | +43.8% | -12.2% | +56.0% | +46.2% |
| 1Y | +66.6% | -18.4% | +85.1% | +72.2% |
| 3Y | +108.5% | +43.2% | +65.3% | +77.4% |
| 5Y | +114.0% | +102.6% | +11.4% | +54.9% |
| All | +114.0% | +105.3% | +8.7% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling