+42.0%
ARES vs CAG
-34.9%
+77.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +8.1% | +6.6% | +1.5% | +8.1% |
| 30D | +18.9% | +13.9% | +5.0% | +19.1% |
| 3M | +2.3% | +4.0% | -1.7% | +2.0% |
| 6M | +12.7% | +10.0% | +2.7% | +12.9% |
| YTD | -10.8% | -6.1% | -4.6% | -11.2% |
| 1Y | -5.3% | -4.3% | -1.0% | -5.6% |
| 3Y | +42.0% | -34.6% | +76.6% | +42.9% |
| All | +42.0% | -34.9% | +77.0% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling