-41.8%
CLF vs ARES
+82.0%
-123.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.7% |
| 7D | +10.4% | +0.5% | +9.9% | +10.1% |
| 30D | +0.6% | +19.7% | -19.1% | -9.3% |
| 3M | +4.1% | -9.0% | +13.1% | +8.4% |
| 6M | +15.1% | +11.5% | +3.6% | +7.0% |
| YTD | -4.7% | -13.8% | +9.1% | -0.3% |
| 1Y | +20.4% | -5.6% | +25.9% | +18.7% |
| 3Y | -23.4% | +36.1% | -59.5% | -40.2% |
| All | -41.8% | +82.0% | -123.7% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling