+105.1%
CTVA vs ARES
+97.0%
+8.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.7% |
| 7D | -5.8% | -2.7% | -3.1% | -5.3% |
| 30D | +11.1% | -2.4% | +13.5% | +11.4% |
| 3M | +13.2% | +3.9% | +9.3% | +11.5% |
| 6M | +8.7% | +26.4% | -17.7% | +1.4% |
| YTD | +27.3% | -14.9% | +42.2% | +30.7% |
| 1Y | +18.0% | -20.4% | +38.4% | +22.9% |
| 3Y | +76.5% | +38.8% | +37.7% | +52.9% |
| 5Y | +105.1% | +97.0% | +8.1% | +54.2% |
| All | +105.1% | +97.0% | +8.1% | +54.2% |
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