-24.3%
ARES vs CRS
+81.8%
-106.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.6% |
| 7D | -7.7% | -4.1% | -3.6% | -7.4% |
| 30D | -8.7% | -16.6% | +7.9% | -7.4% |
| 3M | +2.8% | -14.3% | +17.1% | +4.0% |
| 6M | +23.1% | +11.6% | +11.5% | +23.5% |
| YTD | -17.3% | +42.6% | -59.8% | -15.7% |
| 1Y | -24.3% | +81.8% | -106.1% | -24.0% |
| All | -24.3% | +81.8% | -106.1% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling