+639.7%
CEG vs ARES
+110.2%
+529.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +11.0% | +1.3% | +9.7% | +10.0% |
| 3M | +19.5% | +10.4% | +9.1% | +12.9% |
| 6M | -5.9% | +29.0% | -34.9% | -18.4% |
| YTD | -15.0% | -12.2% | -2.8% | -12.1% |
| 1Y | +0.6% | -18.4% | +19.1% | +7.2% |
| 3Y | +180.6% | +43.2% | +137.4% | +131.5% |
| All | +639.7% | +110.2% | +529.5% | +408.8% |
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