+1,171.2%
ARES vs CG
+146.0%
+1,025.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | +8.1% | +2.0% | +6.2% | +6.9% |
| 30D | +18.9% | +8.5% | +10.4% | +13.6% |
| 3M | +2.3% | -12.1% | +14.5% | +9.9% |
| 6M | +12.7% | -16.4% | +29.2% | +24.7% |
| YTD | -10.8% | -28.0% | +17.2% | +7.4% |
| 1Y | -5.3% | -18.9% | +13.6% | +7.0% |
| 3Y | +42.0% | +51.2% | -9.2% | +15.5% |
| 5Y | +88.3% | -15.9% | +104.1% | +96.6% |
| 10Y | +1,148.2% | +305.9% | +842.3% | +650.8% |
| All | +1,171.2% | +146.0% | +1,025.2% | +695.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling