+97.0%
ARES vs CLX
-37.0%
+134.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.7% |
| 7D | -2.7% | -4.9% | +2.3% | -1.9% |
| 30D | -2.4% | -15.8% | +13.4% | +0.2% |
| 3M | +3.9% | -7.9% | +11.8% | +5.2% |
| 6M | +26.4% | -19.0% | +45.4% | +30.3% |
| YTD | -14.9% | -7.9% | -6.9% | -14.2% |
| 1Y | -20.4% | -25.4% | +5.0% | -17.1% |
| 3Y | +38.8% | -35.0% | +73.8% | +47.7% |
| 5Y | +97.0% | -36.8% | +133.7% | +93.5% |
| All | +97.0% | -37.0% | +134.0% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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