+88.3%
ARES vs CF
+116.3%
-28.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.3% |
| 7D | +8.1% | +4.8% | +3.4% | +7.7% |
| 30D | +18.9% | +9.7% | +9.2% | +17.9% |
| 3M | +2.3% | +1.2% | +1.1% | +2.0% |
| 6M | +12.7% | +7.4% | +5.3% | +11.1% |
| YTD | -10.8% | +60.5% | -71.3% | -19.6% |
| 1Y | -5.3% | +50.7% | -56.1% | -13.8% |
| 3Y | +42.0% | +64.8% | -22.7% | +24.5% |
| 5Y | +88.3% | +115.8% | -27.5% | +55.5% |
| All | +88.3% | +116.3% | -28.0% | +55.5% |
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