+97.0%
ARES vs CRS
+1,446.1%
-1,349.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | -2.7% | -0.5% | -2.1% | -2.5% |
| 30D | -2.4% | -18.1% | +15.7% | +3.8% |
| 3M | +3.9% | -12.4% | +16.3% | +7.7% |
| 6M | +26.4% | +15.9% | +10.5% | +18.7% |
| YTD | -14.9% | +45.8% | -60.7% | -26.9% |
| 1Y | -20.4% | +87.8% | -108.2% | -38.8% |
| 3Y | +38.8% | +648.7% | -609.9% | -37.3% |
| 5Y | +97.0% | +1,416.6% | -1,319.7% | -33.9% |
| All | +97.0% | +1,446.1% | -1,349.1% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling