+76.0%
CTAS vs ARES
+37.4%
+38.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +1.2% | +4.5% | -3.4% | +0.4% |
| 30D | +12.8% | +15.7% | -3.0% | +10.0% |
| 3M | +10.3% | -2.0% | +12.3% | +10.4% |
| 6M | +32.0% | +10.4% | +21.6% | +29.1% |
| YTD | +19.1% | -14.2% | +33.4% | +21.9% |
| 1Y | +21.5% | -7.8% | +29.2% | +22.0% |
| 3Y | +76.0% | +41.4% | +34.7% | +65.7% |
| All | +76.0% | +37.4% | +38.6% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling