+1,101.7%
ARES vs CG
+278.5%
+823.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.3% |
| 7D | +0.5% | +0.2% | +0.3% | +0.3% |
| 30D | +19.7% | +11.2% | +8.5% | +12.1% |
| 3M | -9.0% | -22.1% | +13.1% | +5.9% |
| 6M | +11.5% | -17.9% | +29.5% | +26.1% |
| YTD | -13.8% | -31.3% | +17.5% | +8.7% |
| 1Y | -5.6% | -24.0% | +18.4% | +12.2% |
| 3Y | +36.1% | +45.0% | -8.9% | +9.3% |
| 5Y | +82.7% | -22.6% | +105.3% | +99.6% |
| All | +1,101.7% | +278.5% | +823.2% | +635.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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