+114.6%
CTAS vs ARES
+105.6%
+9.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.8% | -1.7% | -0.1% | -1.4% |
| 30D | -0.2% | +0.3% | -0.5% | -0.4% |
| 3M | +11.7% | +8.5% | +3.2% | +8.8% |
| 6M | +0.7% | +23.5% | -22.8% | -5.9% |
| YTD | +7.4% | -11.2% | +18.6% | +9.3% |
| 1Y | -2.1% | -19.3% | +17.2% | +2.1% |
| 3Y | +62.9% | +48.7% | +14.3% | +32.3% |
| All | +114.6% | +105.6% | +9.0% | +48.0% |
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