+106.6%
ARES vs CRL
-35.5%
+142.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -1.7% | -1.0% | -0.6% | -1.4% |
| 30D | +0.3% | +10.7% | -10.4% | -3.2% |
| 3M | +8.5% | +55.3% | -46.8% | -7.7% |
| 6M | +23.5% | +60.7% | -37.2% | +2.9% |
| YTD | -11.2% | +44.6% | -55.8% | -23.2% |
| 1Y | -19.3% | +77.7% | -97.0% | -35.7% |
| 3Y | +48.7% | +37.6% | +11.0% | +21.8% |
| All | +106.6% | -35.5% | +142.1% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling