+99.7%
CLF vs ARES
+1,191.6%
-1,091.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -19.6% | +4.5% | -24.1% | -21.9% |
| 30D | -5.0% | +15.7% | -20.7% | -13.5% |
| 3M | -6.3% | -2.0% | -4.3% | -6.7% |
| 6M | +2.8% | +10.4% | -7.6% | -4.6% |
| YTD | -13.7% | -14.2% | +0.5% | -10.0% |
| 1Y | +13.6% | -7.8% | +21.3% | +12.9% |
| 3Y | -34.0% | +41.4% | -75.4% | -51.0% |
| 5Y | -48.7% | +83.7% | -132.4% | -69.0% |
| All | +99.7% | +1,191.6% | -1,091.9% | -44.6% |
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