+84.4%
CVS vs ARES
+1,196.0%
-1,111.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +4.0% | -1.7% | +5.6% | +4.2% |
| 30D | -2.4% | +0.3% | -2.7% | -2.6% |
| 3M | +2.7% | +8.5% | -5.8% | +1.0% |
| 6M | +21.9% | +23.5% | -1.6% | +16.8% |
| YTD | +24.7% | -11.2% | +36.0% | +25.7% |
| 1Y | +35.4% | -19.3% | +54.7% | +38.4% |
| 3Y | +65.2% | +48.7% | +16.5% | +46.6% |
| 5Y | +30.5% | +106.5% | -76.0% | +5.6% |
| 10Y | +40.4% | +1,055.3% | -1,015.0% | -14.8% |
| All | +84.4% | +1,196.0% | -1,111.6% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling