+82.7%
ARES vs CRL
-10.4%
+93.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.6% | -2.3% |
| 7D | +4.5% | -6.1% | +10.6% | +6.1% |
| 30D | +15.7% | +12.4% | +3.4% | +10.3% |
| 3M | -2.0% | +27.1% | -29.1% | -10.8% |
| 6M | +10.4% | +85.7% | -75.3% | -13.3% |
| YTD | -14.2% | +69.2% | -83.4% | -30.7% |
| 1Y | -7.8% | +97.5% | -105.3% | -29.5% |
| 3Y | +41.4% | +86.1% | -44.7% | +0.6% |
| All | +82.7% | -10.4% | +93.1% | +83.2% |
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