+1,131.0%
ARES vs CRL
+358.0%
+772.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +0.8% | +5.0% | -4.3% | -1.2% |
| 30D | +16.7% | +13.5% | +3.2% | +10.0% |
| 3M | -2.6% | +21.5% | -24.2% | -11.0% |
| 6M | +13.0% | +103.4% | -90.5% | -17.1% |
| YTD | -11.7% | +71.8% | -83.5% | -31.2% |
| 1Y | -6.7% | +97.5% | -104.2% | -31.3% |
| 3Y | +40.5% | +99.2% | -58.7% | -6.5% |
| 5Y | +88.2% | -12.1% | +100.4% | +78.8% |
| 10Y | +1,131.0% | +359.2% | +771.8% | +540.8% |
| All | +1,131.0% | +358.0% | +772.9% | +540.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling