-20.8%
CLF vs ARES
+36.2%
-57.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +1.1% |
| 7D | +16.0% | -0.3% | +16.3% | +16.2% |
| 30D | +1.6% | +15.3% | -13.6% | -5.8% |
| 3M | +6.7% | -5.4% | +12.1% | +8.7% |
| 6M | +21.1% | +10.0% | +11.1% | +14.1% |
| YTD | -1.6% | -14.7% | +13.1% | +4.5% |
| 1Y | +18.5% | -9.7% | +28.2% | +20.9% |
| All | -20.8% | +36.2% | -57.0% | -26.4% |
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 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