+1,216.8%
ARES vs CF
+561.7%
+655.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +4.5% | -3.2% | +7.7% | +5.1% |
| 30D | +15.7% | +4.3% | +11.4% | +14.4% |
| 3M | -2.0% | +2.8% | -4.8% | -3.4% |
| 6M | +10.4% | +0.6% | +9.8% | +8.5% |
| YTD | -14.2% | +56.6% | -70.9% | -27.1% |
| 1Y | -7.8% | +49.6% | -57.4% | -20.7% |
| 3Y | +41.4% | +61.5% | -20.1% | +15.5% |
| 5Y | +83.7% | +124.0% | -40.3% | +27.8% |
| All | +1,216.8% | +561.7% | +655.1% | +484.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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