-34.0%
CIFR vs ARES
+278.3%
-312.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -19.6% | +8.1% | -27.7% | -25.9% |
| 30D | -51.7% | +18.9% | -70.6% | -59.7% |
| 3M | -60.0% | +2.3% | -62.4% | -62.1% |
| 6M | -68.2% | +12.7% | -80.9% | -73.1% |
| YTD | -55.8% | -10.8% | -45.0% | -54.2% |
| 1Y | -66.8% | -5.3% | -61.4% | -67.5% |
| 3Y | +119.1% | +42.0% | +77.1% | +68.2% |
| 5Y | -25.3% | +88.3% | -113.6% | -56.8% |
| All | -34.0% | +278.3% | -312.3% | -65.3% |
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