+1,163.8%
ARES vs CFG
+347.0%
+816.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +4.5% | -0.9% | +5.4% | +5.0% |
| 30D | +15.7% | +1.1% | +14.7% | +15.3% |
| 3M | -2.0% | -12.0% | +10.0% | +3.6% |
| 6M | +10.4% | -2.2% | +12.6% | +11.4% |
| YTD | -14.2% | +11.4% | -25.6% | -18.3% |
| 1Y | -7.8% | +27.8% | -35.6% | -17.2% |
| 3Y | +41.4% | +173.3% | -131.9% | -6.9% |
| 5Y | +83.7% | +62.4% | +21.2% | +45.6% |
| 10Y | +1,204.1% | +249.6% | +954.5% | +605.9% |
| All | +1,163.8% | +347.0% | +816.8% | +551.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling