+1,164.6%
ARES vs CLX
+49.6%
+1,115.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.7% | -9.2% | +7.6% | -0.3% |
| 30D | +0.3% | -11.0% | +11.3% | +2.0% |
| 3M | +8.5% | +5.0% | +3.4% | +7.6% |
| 6M | +23.5% | -18.8% | +42.3% | +26.9% |
| YTD | -11.2% | -4.4% | -6.8% | -11.1% |
| 1Y | -19.3% | -21.9% | +2.6% | -16.8% |
| 3Y | +48.7% | -32.8% | +81.4% | +56.0% |
| 5Y | +106.5% | -34.6% | +141.1% | +113.9% |
| 10Y | +1,055.3% | -4.7% | +1,060.0% | +1,057.9% |
| All | +1,164.6% | +49.6% | +1,115.1% | +1,139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling