+189.3%
CVX vs ARES
+1,188.6%
-999.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -0.8% | +16.7% | -17.5% | -4.9% |
| 3M | +9.4% | -2.6% | +12.0% | +9.5% |
| 6M | +17.5% | +13.0% | +4.6% | +12.2% |
| YTD | +43.8% | -11.7% | +55.6% | +44.9% |
| 1Y | +41.9% | -6.7% | +48.6% | +40.2% |
| 3Y | +69.1% | +40.5% | +28.6% | +42.5% |
| 5Y | +128.3% | +88.2% | +40.1% | +68.7% |
| 10Y | +204.9% | +1,131.0% | -926.0% | +38.2% |
| All | +189.3% | +1,188.6% | -999.2% | +26.6% |
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