+1,029.6%
ARES vs CFG
+313.6%
+716.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -0.3% | +2.7% | -3.0% | -1.5% |
| 30D | +1.3% | -3.7% | +5.0% | +2.9% |
| 3M | +10.4% | +9.5% | +0.9% | +5.8% |
| 6M | +29.0% | +22.2% | +6.8% | +17.7% |
| YTD | -12.2% | +22.3% | -34.5% | -19.9% |
| 1Y | -18.4% | +39.4% | -57.9% | -29.8% |
| 3Y | +43.2% | +188.5% | -145.3% | -9.6% |
| 5Y | +102.6% | +101.5% | +1.0% | +45.9% |
| 10Y | +1,029.6% | +308.6% | +721.0% | +537.3% |
| All | +1,029.6% | +313.6% | +716.0% | +537.3% |
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