+1,089.9%
ARES vs CRL
+354.1%
+735.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -0.3% | +8.9% | -9.2% | -3.5% |
| 30D | +15.3% | +14.0% | +1.3% | +8.5% |
| 3M | -5.4% | +19.8% | -25.2% | -13.0% |
| 6M | +10.0% | +102.0% | -92.0% | -19.0% |
| YTD | -14.7% | +70.8% | -85.5% | -33.3% |
| 1Y | -9.7% | +98.7% | -108.4% | -33.7% |
| 3Y | +35.8% | +98.2% | -62.3% | -9.4% |
| 5Y | +80.9% | -11.7% | +92.6% | +71.4% |
| All | +1,089.9% | +354.1% | +735.8% | +520.8% |
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