+106.6%
ARES vs CF
+227.0%
-120.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.7% |
| 7D | -1.7% | +6.0% | -7.7% | -2.2% |
| 30D | +0.3% | +14.8% | -14.6% | -1.1% |
| 3M | +8.5% | +14.1% | -5.6% | +6.7% |
| 6M | +23.5% | +28.5% | -5.1% | +17.1% |
| YTD | -11.2% | +74.9% | -86.2% | -20.4% |
| 1Y | -19.3% | +61.7% | -81.0% | -26.8% |
| 3Y | +48.7% | +80.3% | -31.7% | +29.5% |
| All | +106.6% | +227.0% | -120.4% | +62.4% |
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