+953.0%
ARES vs CRS
+1,409.1%
-456.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.1% |
| 7D | -7.7% | -4.1% | -3.6% | -6.6% |
| 30D | -8.7% | -16.6% | +7.9% | -3.9% |
| 3M | +2.8% | -14.3% | +17.1% | +6.9% |
| 6M | +23.1% | +11.6% | +11.5% | +17.7% |
| YTD | -17.3% | +42.6% | -59.8% | -27.2% |
| 1Y | -24.3% | +81.8% | -106.1% | -39.2% |
| 3Y | +34.9% | +632.1% | -597.1% | -30.3% |
| 5Y | +93.5% | +1,401.6% | -1,308.2% | -21.2% |
| All | +953.0% | +1,409.1% | -456.1% | +295.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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