+193.5%
CVX vs ARES
+1,145.6%
-952.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | +2.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | -0.6% | +15.3% | -15.9% | -4.5% |
| 3M | +11.0% | -5.4% | +16.4% | +11.9% |
| 6M | +18.4% | +10.0% | +8.4% | +13.8% |
| YTD | +45.9% | -14.7% | +60.6% | +48.2% |
| 1Y | +46.7% | -9.7% | +56.4% | +46.1% |
| 3Y | +71.6% | +35.8% | +35.8% | +45.7% |
| 5Y | +131.4% | +80.9% | +50.5% | +72.7% |
| 10Y | +209.3% | +1,089.9% | -880.6% | +41.3% |
| All | +193.5% | +1,145.6% | -952.1% | +29.5% |
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 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