+1,662.9%
CTAS vs ARES
+1,202.8%
+460.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +0.7% | +8.1% | -7.4% | -1.6% |
| 30D | +11.3% | +18.9% | -7.6% | +5.6% |
| 3M | +11.4% | +2.3% | +9.1% | +10.2% |
| 6M | +35.6% | +12.7% | +22.9% | +29.6% |
| YTD | +20.7% | -10.8% | +31.5% | +21.8% |
| 1Y | +22.8% | -5.3% | +28.2% | +21.3% |
| 3Y | +73.4% | +42.0% | +31.4% | +44.1% |
| 5Y | +117.6% | +88.3% | +29.3% | +59.1% |
| 10Y | +818.4% | +1,148.2% | -329.8% | +321.2% |
| All | +1,662.9% | +1,202.8% | +460.2% | +680.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling