+724.7%
ARES vs CLBK
+60.9%
+663.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +0.5% | +0.9% | -0.4% | +0.1% |
| 30D | +19.7% | +3.4% | +16.3% | +18.0% |
| 3M | -9.0% | -4.3% | -4.7% | -7.3% |
| 6M | +11.5% | +28.4% | -16.8% | -0.5% |
| YTD | -13.8% | +59.4% | -73.2% | -30.2% |
| 1Y | -5.6% | +64.8% | -70.4% | -24.7% |
| 3Y | +36.1% | +50.6% | -14.5% | +10.0% |
| 5Y | +82.7% | +28.3% | +54.4% | +48.7% |
| All | +724.7% | +60.9% | +663.8% | +491.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling