+1,101.7%
ARES vs CRS
+790.4%
+311.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.8% |
| 7D | +0.5% | +4.8% | -4.3% | -1.0% |
| 30D | +19.7% | -23.2% | +42.8% | +27.2% |
| 3M | -9.0% | -45.5% | +36.5% | +7.0% |
| 6M | +11.5% | -33.1% | +44.7% | +22.7% |
| YTD | -13.8% | -7.2% | -6.6% | -15.8% |
| 1Y | -5.6% | -10.0% | +4.4% | -7.1% |
| 3Y | +36.1% | +332.3% | -296.2% | -20.8% |
| 5Y | +82.7% | +801.9% | -719.2% | -17.8% |
| All | +1,101.7% | +790.4% | +311.2% | +383.0% |
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