+83.3%
ARES vs CF
+125.5%
-42.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.5% | -2.8% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | +13.6% | +2.2% | +11.4% | +13.3% |
| 3M | -3.3% | +2.1% | -5.4% | -3.8% |
| 6M | +11.0% | -6.5% | +17.5% | +11.1% |
| YTD | -14.4% | +55.6% | -70.0% | -22.7% |
| 1Y | -9.1% | +42.3% | -51.4% | -16.7% |
| 3Y | +37.1% | +55.7% | -18.6% | +21.1% |
| 5Y | +83.3% | +122.4% | -39.1% | +49.6% |
| All | +83.3% | +125.5% | -42.2% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling