+72.4%
CVS vs ARES
+1,145.6%
-1,073.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.8% |
| 7D | +10.4% | -0.3% | +10.7% | +10.4% |
| 30D | +3.3% | +15.3% | -12.0% | +0.8% |
| 3M | -4.5% | -5.4% | +0.8% | -4.1% |
| 6M | -4.4% | +10.0% | -14.4% | -6.5% |
| YTD | +16.6% | -14.7% | +31.3% | +17.9% |
| 1Y | +15.3% | -9.7% | +25.0% | +15.3% |
| 3Y | +48.6% | +35.8% | +12.7% | +33.8% |
| 5Y | +12.9% | +80.9% | -68.0% | -6.5% |
| 10Y | +63.2% | +1,089.9% | -1,026.7% | -1.0% |
| All | +72.4% | +1,145.6% | -1,073.2% | +3.2% |
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 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