-6.9%
ARES vs CFG
+34.2%
-41.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +4.6% |
| 7D | +10.5% | +1.8% | +8.8% | +9.3% |
| 30D | +16.8% | +3.3% | +13.5% | +14.6% |
| 3M | -3.2% | -9.8% | +6.6% | +2.8% |
| 6M | +16.4% | +5.2% | +11.2% | +11.3% |
| YTD | -12.4% | +16.1% | -28.5% | -20.3% |
| 1Y | -6.9% | +33.7% | -40.5% | -23.8% |
| All | -6.9% | +34.2% | -41.1% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling