+1,164.6%
ARES vs CRS
+824.5%
+340.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.4% |
| 7D | -1.7% | -0.2% | -1.4% | -1.6% |
| 30D | +0.3% | -16.6% | +16.9% | +5.1% |
| 3M | +8.5% | -3.5% | +11.9% | +9.0% |
| 6M | +23.5% | +15.4% | +8.0% | +17.4% |
| YTD | -11.2% | +51.2% | -62.4% | -22.3% |
| 1Y | -19.3% | +98.3% | -117.6% | -35.5% |
| 3Y | +48.7% | +651.5% | -602.9% | -18.9% |
| 5Y | +106.5% | +1,411.1% | -1,304.6% | -8.5% |
| 10Y | +1,055.3% | +1,424.3% | -369.0% | +356.7% |
| All | +1,164.6% | +824.5% | +340.1% | +366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling