+683.8%
CTAS vs ARES
+1,006.5%
-322.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.8% |
| 7D | +1.0% | -2.7% | +3.7% | +1.8% |
| 30D | -1.1% | -2.4% | +1.3% | -0.5% |
| 3M | +11.5% | +3.9% | +7.6% | +9.3% |
| 6M | +0.2% | +26.4% | -26.2% | -8.9% |
| YTD | +7.2% | -14.9% | +22.1% | +10.2% |
| 1Y | 0.0% | -20.4% | +20.4% | +4.5% |
| 3Y | +65.9% | +38.8% | +27.1% | +35.0% |
| 5Y | +109.6% | +97.0% | +12.6% | +42.9% |
| 10Y | +683.8% | +999.8% | -316.0% | +222.3% |
| All | +683.8% | +1,006.5% | -322.7% | +222.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling