+1,171.2%
ARES vs CAG
+1.4%
+1,169.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +8.1% | +6.6% | +1.5% | +7.1% |
| 30D | +18.9% | +13.9% | +5.0% | +16.6% |
| 3M | +2.3% | +4.0% | -1.7% | +1.6% |
| 6M | +12.7% | +10.0% | +2.7% | +10.7% |
| YTD | -10.8% | -6.1% | -4.6% | -10.5% |
| 1Y | -5.3% | -4.3% | -1.0% | -5.4% |
| 3Y | +42.0% | -34.6% | +76.6% | +48.8% |
| 5Y | +88.3% | -39.4% | +127.7% | +99.4% |
| 10Y | +1,148.2% | -34.2% | +1,182.4% | +1,165.2% |
| All | +1,171.2% | +1.4% | +1,169.8% | +1,259.2% |
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