+80.9%
ARES vs CRS
+842.0%
-761.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.8% |
| 7D | -0.3% | +7.4% | -7.7% | -2.5% |
| 30D | +15.3% | -21.2% | +36.5% | +22.0% |
| 3M | -5.4% | -43.3% | +37.9% | +11.0% |
| 6M | +10.0% | -29.4% | +39.4% | +19.5% |
| YTD | -14.7% | -4.7% | -10.0% | -18.0% |
| 1Y | -9.7% | -9.6% | -0.1% | -11.8% |
| 3Y | +35.8% | +355.5% | -319.7% | -30.3% |
| 5Y | +80.9% | +826.6% | -745.7% | -33.0% |
| All | +80.9% | +842.0% | -761.2% | -33.0% |
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 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