+97.0%
ARES vs CLBK
+41.8%
+55.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | -2.4% | +6.7% | -9.1% | -4.7% |
| 3M | +3.9% | +21.2% | -17.2% | -3.3% |
| 6M | +26.4% | +42.0% | -15.6% | +11.2% |
| YTD | -14.9% | +63.3% | -78.1% | -28.7% |
| 1Y | -20.4% | +65.4% | -85.8% | -33.7% |
| 3Y | +38.8% | +52.5% | -13.7% | +16.8% |
| 5Y | +97.0% | +42.0% | +55.0% | +59.4% |
| All | +97.0% | +41.8% | +55.2% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling