+80.1%
CLF vs ARES
+1,313.3%
-1,233.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.2% | +2.8% | +4.6% |
| 7D | -14.1% | +5.0% | -19.1% | -16.7% |
| 30D | -5.5% | +19.1% | -24.6% | -15.3% |
| 3M | 0.0% | +3.1% | -3.1% | -3.2% |
| 6M | +11.3% | +12.9% | -1.6% | +2.1% |
| YTD | -7.7% | -10.7% | +3.0% | -5.8% |
| 1Y | +17.5% | -5.5% | +23.1% | +15.4% |
| 3Y | -25.4% | +45.0% | -70.4% | -45.4% |
| 5Y | -46.0% | +87.4% | -133.4% | -67.6% |
| 10Y | +80.1% | +1,267.4% | -1,187.3% | -51.4% |
| All | +80.1% | +1,313.3% | -1,233.2% | -51.4% |
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