+1,157.4%
ARES vs CAG
-1.0%
+1,158.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.7% |
| 7D | +0.8% | -1.8% | +2.5% | +1.0% |
| 30D | +16.7% | +9.7% | +7.0% | +15.1% |
| 3M | -2.6% | +0.5% | -3.1% | -2.9% |
| 6M | +13.0% | +8.9% | +4.0% | +11.1% |
| YTD | -11.7% | -8.4% | -3.4% | -11.2% |
| 1Y | -6.7% | -8.3% | +1.6% | -6.1% |
| 3Y | +40.5% | -36.1% | +76.6% | +47.8% |
| 5Y | +88.2% | -40.1% | +128.4% | +99.6% |
| 10Y | +1,131.0% | -36.9% | +1,167.9% | +1,152.3% |
| All | +1,157.4% | -1.0% | +1,158.4% | +1,249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling