+1,267.4%
ARES vs CFG
+248.3%
+1,019.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.2% | +2.8% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +19.1% | +3.2% | +15.9% | +17.5% |
| 3M | +3.1% | -9.7% | +12.8% | +7.9% |
| 6M | +12.9% | +3.6% | +9.2% | +11.0% |
| YTD | -10.7% | +14.7% | -25.3% | -16.1% |
| 1Y | -5.5% | +29.6% | -35.1% | -16.0% |
| 3Y | +45.0% | +190.6% | -145.6% | -8.5% |
| 5Y | +87.4% | +67.1% | +20.3% | +45.3% |
| 10Y | +1,267.4% | +237.0% | +1,030.4% | +535.9% |
| All | +1,267.4% | +248.3% | +1,019.2% | +535.9% |
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