+22.5%
CTSH vs ARES
+1,045.9%
-1,023.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.5% |
| 7D | -5.5% | -0.3% | -5.1% | -5.3% |
| 30D | +4.5% | +1.3% | +3.2% | +4.0% |
| 3M | +13.7% | +10.4% | +3.4% | +9.3% |
| 6M | -8.4% | +29.0% | -37.4% | -17.4% |
| YTD | -26.5% | -12.2% | -14.3% | -24.5% |
| 1Y | -13.9% | -18.4% | +4.5% | -9.8% |
| 3Y | -11.3% | +43.2% | -54.5% | -27.3% |
| 5Y | -14.8% | +102.6% | -117.4% | -41.2% |
| 10Y | +22.5% | +1,029.6% | -1,007.1% | -49.4% |
| All | +22.5% | +1,045.9% | -1,023.4% | -49.4% |
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 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