+96.8%
CL vs ARES
+1,149.6%
-1,052.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +5.9% | +4.9% | +1.0% | +5.5% |
| 30D | +13.8% | +13.6% | +0.2% | +12.5% |
| 3M | +6.4% | -3.3% | +9.7% | +6.6% |
| 6M | +15.6% | +11.0% | +4.6% | +14.2% |
| YTD | +27.9% | -14.4% | +42.3% | +28.8% |
| 1Y | +31.4% | -9.1% | +40.5% | +31.5% |
| 3Y | +41.4% | +37.1% | +4.3% | +32.1% |
| 5Y | +42.8% | +83.3% | -40.5% | +26.2% |
| 10Y | +79.7% | +1,201.6% | -1,121.9% | +28.9% |
| All | +96.8% | +1,149.6% | -1,052.7% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling