+1,164.6%
ARES vs CAG
+2.2%
+1,162.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.7% | -3.8% | +2.1% | -1.2% |
| 30D | +0.3% | +3.1% | -2.9% | -0.2% |
| 3M | +8.5% | +23.5% | -15.0% | +4.9% |
| 6M | +23.5% | -14.8% | +38.3% | +26.2% |
| YTD | -11.2% | -5.4% | -5.8% | -11.0% |
| 1Y | -19.3% | -11.8% | -7.5% | -18.3% |
| 3Y | +48.7% | -36.7% | +85.3% | +56.9% |
| 5Y | +106.5% | -40.3% | +146.8% | +119.6% |
| 10Y | +1,055.3% | -37.0% | +1,092.3% | +1,070.1% |
| All | +1,164.6% | +2.2% | +1,162.4% | +1,252.3% |
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