+598.5%
CEG vs ARES
+104.3%
+494.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +4.3% |
| 7D | +17.8% | -0.3% | +18.2% | +18.0% |
| 30D | -4.5% | +15.3% | -19.8% | -11.0% |
| 3M | +1.5% | -5.4% | +6.9% | +3.1% |
| 6M | -3.5% | +10.0% | -13.5% | -9.5% |
| YTD | -19.7% | -14.7% | -5.0% | -16.4% |
| 1Y | -19.8% | -9.7% | -10.1% | -19.2% |
| 3Y | +136.4% | +35.8% | +100.6% | +98.6% |
| All | +598.5% | +104.3% | +494.2% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling