+515.0%
CIFR vs ARES
+47.3%
+467.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +5.5% |
| 7D | +26.7% | -0.3% | +27.0% | +27.3% |
| 30D | +7.7% | +1.3% | +6.4% | +5.0% |
| 3M | -23.8% | +10.4% | -34.2% | -34.4% |
| 6M | +35.9% | +29.0% | +6.9% | -4.8% |
| YTD | +25.4% | -12.2% | +37.6% | +39.0% |
| 1Y | +139.8% | -18.4% | +158.2% | +190.0% |
| 3Y | +515.0% | +43.2% | +471.8% | +274.5% |
| All | +515.0% | +47.3% | +467.7% | +274.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling