+60.4%
CVS vs ARES
+1,112.4%
-1,052.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +6.6% | +0.5% | +6.1% | +6.5% |
| 30D | -0.4% | +19.7% | -20.1% | -3.7% |
| 3M | -5.3% | -9.0% | +3.7% | -4.1% |
| 6M | -7.7% | +11.5% | -19.3% | -10.2% |
| YTD | +16.0% | -13.8% | +29.9% | +17.3% |
| 1Y | +16.2% | -5.6% | +21.8% | +15.2% |
| 3Y | +47.6% | +36.1% | +11.5% | +30.3% |
| 5Y | +12.3% | +82.7% | -70.4% | -10.6% |
| All | +60.4% | +1,112.4% | -1,052.0% | -13.3% |
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