+61.0%
CIFR vs ARES
+250.7%
-189.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.9% | -3.2% |
| 7D | -8.2% | -7.7% | -0.5% | -1.2% |
| 30D | -7.4% | -8.7% | +1.3% | -0.1% |
| 3M | -24.2% | +2.8% | -27.0% | -28.4% |
| 6M | +14.2% | +23.1% | -8.9% | -10.5% |
| YTD | +8.0% | -17.3% | +25.2% | +23.0% |
| 1Y | +55.5% | -24.3% | +79.8% | +92.9% |
| 3Y | +429.6% | +34.9% | +394.6% | +340.2% |
| 5Y | +20.8% | +93.5% | -72.7% | -25.0% |
| All | +61.0% | +250.7% | -189.7% | -6.9% |
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