+75.7%
CTVA vs ARES
+38.2%
+37.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.9% |
| 7D | -5.8% | -2.7% | -3.1% | -5.4% |
| 30D | +11.1% | -2.4% | +13.5% | +11.3% |
| 3M | +13.2% | +3.9% | +9.3% | +12.1% |
| 6M | +8.7% | +26.4% | -17.7% | +3.1% |
| YTD | +27.3% | -14.9% | +42.2% | +31.5% |
| 1Y | +18.0% | -20.4% | +38.4% | +23.5% |
| All | +75.7% | +38.2% | +37.5% | +64.0% |
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 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