+98.2%
ARES vs CRBG
+117.3%
-19.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | -0.1% |
| 7D | -6.1% | +0.6% | -6.7% | -6.4% |
| 30D | -7.5% | +2.6% | -10.2% | -9.2% |
| 3M | +0.1% | +24.0% | -23.9% | -13.4% |
| 6M | +30.3% | +50.5% | -20.2% | -0.9% |
| YTD | -16.6% | +17.1% | -33.8% | -25.1% |
| 1Y | -26.1% | +5.9% | -32.0% | -29.7% |
| 3Y | +36.4% | +122.7% | -86.3% | -14.5% |
| All | +98.2% | +117.3% | -19.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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