+1,208.2%
ARES vs CFG
+396.4%
+811.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.7% | +1.5% | -3.2% | -2.3% |
| 30D | +0.3% | -3.8% | +4.1% | +1.9% |
| 3M | +8.5% | +11.5% | -3.0% | +3.3% |
| 6M | +23.5% | +19.2% | +4.3% | +14.2% |
| YTD | -11.2% | +23.7% | -34.9% | -19.2% |
| 1Y | -19.3% | +38.8% | -58.1% | -30.1% |
| 3Y | +48.7% | +178.9% | -130.2% | -3.8% |
| 5Y | +106.5% | +101.8% | +4.7% | +49.9% |
| 10Y | +1,055.3% | +317.3% | +738.1% | +483.8% |
| All | +1,208.2% | +396.4% | +811.8% | +544.2% |
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