+1,131.0%
ARES vs CFG
+224.4%
+906.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +0.8% | -0.8% | +1.5% | +1.1% |
| 30D | +16.7% | +3.1% | +13.6% | +15.2% |
| 3M | -2.6% | -9.7% | +7.1% | +1.9% |
| 6M | +13.0% | +6.7% | +6.2% | +9.6% |
| YTD | -11.7% | +15.2% | -26.9% | -17.3% |
| 1Y | -6.7% | +28.8% | -35.5% | -16.8% |
| 3Y | +40.5% | +190.1% | -149.6% | -11.0% |
| 5Y | +88.2% | +63.4% | +24.8% | +47.3% |
| 10Y | +1,131.0% | +219.8% | +911.2% | +575.4% |
| All | +1,131.0% | +224.4% | +906.5% | +575.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling