+217.2%
CVX vs ARES
+971.5%
-754.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.3% |
| 7D | +0.7% | -7.7% | +8.4% | +2.9% |
| 30D | +9.1% | -8.7% | +17.9% | +11.7% |
| 3M | +13.1% | +2.8% | +10.2% | +11.2% |
| 6M | +16.3% | +23.1% | -6.8% | +7.2% |
| YTD | +43.5% | -17.3% | +60.7% | +47.9% |
| 1Y | +40.2% | -24.3% | +64.4% | +47.6% |
| 3Y | +44.2% | +34.9% | +9.3% | +20.2% |
| 5Y | +170.6% | +93.5% | +77.1% | +89.0% |
| All | +217.2% | +971.5% | -754.3% | +33.5% |
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