+116.3%
CLF vs ARES
+1,045.9%
-929.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +0.2% | +1.3% | -1.0% | -0.9% |
| 3M | -3.1% | +10.4% | -13.4% | -8.9% |
| 6M | +25.0% | +29.0% | -4.0% | +6.4% |
| YTD | -7.5% | -12.2% | +4.7% | -3.7% |
| 1Y | +11.5% | -18.4% | +30.0% | +20.1% |
| 3Y | -13.7% | +43.2% | -56.9% | -35.0% |
| 5Y | -47.0% | +102.6% | -149.6% | -68.7% |
| 10Y | +116.3% | +1,029.6% | -913.3% | -34.8% |
| All | +116.3% | +1,045.9% | -929.6% | -34.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling