+1,029.6%
ARES vs CRL
+241.6%
+788.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.1% |
| 7D | -0.3% | -0.6% | +0.2% | -0.2% |
| 30D | +1.3% | +5.0% | -3.7% | -0.7% |
| 3M | +10.4% | +50.6% | -40.2% | -7.1% |
| 6M | +29.0% | +60.9% | -31.9% | +4.6% |
| YTD | -12.2% | +40.7% | -52.9% | -25.0% |
| 1Y | -18.4% | +73.3% | -91.8% | -36.6% |
| 3Y | +43.2% | +40.6% | +2.6% | +12.0% |
| 5Y | +102.6% | -37.0% | +139.6% | +121.7% |
| 10Y | +1,029.6% | +244.3% | +785.3% | +536.9% |
| All | +1,029.6% | +241.6% | +788.0% | +536.9% |
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