+43.7%
ARES vs CRS
+636.9%
-593.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.1% |
| 7D | -0.3% | -3.1% | +2.7% | +0.5% |
| 30D | +1.3% | -19.6% | +20.9% | +7.3% |
| 3M | +10.4% | -8.1% | +18.4% | +12.2% |
| 6M | +29.0% | +18.6% | +10.4% | +21.6% |
| YTD | -12.2% | +45.9% | -58.1% | -22.9% |
| 1Y | -18.4% | +82.5% | -100.9% | -34.7% |
| All | +43.7% | +636.9% | -593.3% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling