+813.4%
CTAS vs ARES
+1,112.4%
-299.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +1.7% | +0.5% | +1.3% | +1.5% |
| 30D | +8.4% | +19.7% | -11.2% | +2.1% |
| 3M | +13.0% | -9.0% | +22.0% | +16.1% |
| 6M | +39.1% | +11.5% | +27.5% | +32.5% |
| YTD | +21.2% | -13.8% | +35.0% | +23.8% |
| 1Y | +21.6% | -5.6% | +27.2% | +19.8% |
| 3Y | +73.2% | +36.1% | +37.1% | +41.1% |
| 5Y | +115.7% | +82.7% | +33.0% | +49.8% |
| All | +813.4% | +1,112.4% | -299.1% | +260.9% |
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 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