+43.2%
ARES vs CLBK
+55.4%
-12.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.3% | +1.1% | -1.5% | -0.8% |
| 30D | +1.3% | +7.8% | -6.5% | -2.1% |
| 3M | +10.4% | +23.9% | -13.5% | -0.3% |
| 6M | +29.0% | +42.3% | -13.3% | +9.4% |
| YTD | -12.2% | +65.4% | -77.6% | -30.3% |
| 1Y | -18.4% | +70.3% | -88.8% | -36.3% |
| 3Y | +43.2% | +54.5% | -11.3% | +14.9% |
| All | +43.2% | +55.4% | -12.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling