+999.8%
ARES vs CAG
-35.6%
+1,035.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -2.7% | -6.6% | +3.9% | -1.7% |
| 30D | -2.4% | +2.3% | -4.7% | -2.8% |
| 3M | +3.9% | +16.3% | -12.4% | +1.2% |
| 6M | +26.4% | -16.0% | +42.4% | +29.6% |
| YTD | -14.9% | -7.7% | -7.2% | -14.3% |
| 1Y | -20.4% | -16.0% | -4.4% | -18.7% |
| 3Y | +38.8% | -37.7% | +76.5% | +47.3% |
| 5Y | +97.0% | -41.2% | +138.2% | +110.6% |
| 10Y | +999.8% | -33.8% | +1,033.6% | +1,071.3% |
| All | +999.8% | -35.6% | +1,035.4% | +1,071.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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