-13.9%
CTSH vs ARES
+90.6%
-104.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -3.0% |
| 7D | -2.3% | +5.0% | -7.3% | -3.9% |
| 30D | +7.4% | +19.1% | -11.6% | +1.5% |
| 3M | +10.9% | +3.1% | +7.9% | +9.6% |
| 6M | +24.7% | +12.9% | +11.8% | +19.0% |
| YTD | -22.0% | -10.7% | -11.3% | -20.4% |
| 1Y | -11.2% | -5.5% | -5.6% | -11.2% |
| 3Y | +3.9% | +45.0% | -41.1% | -14.0% |
| 5Y | -13.9% | +87.4% | -101.3% | -35.2% |
| All | -13.9% | +90.6% | -104.5% | -35.2% |
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