-31.6%
CLF vs ARES
+1,152.0%
-1,183.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -19.6% | +4.5% | -24.1% | -21.8% |
| 30D | -5.0% | +15.7% | -20.7% | -12.9% |
| 3M | -6.3% | -2.0% | -4.3% | -6.6% |
| 6M | +2.8% | +10.4% | -7.6% | -4.0% |
| YTD | -13.7% | -14.2% | +0.5% | -10.2% |
| 1Y | +13.6% | -7.8% | +21.3% | +13.1% |
| 3Y | -34.0% | +41.4% | -75.4% | -49.3% |
| 5Y | -48.7% | +83.7% | -132.4% | -67.1% |
| 10Y | +113.4% | +1,204.1% | -1,090.6% | -39.1% |
| All | -31.6% | +1,152.0% | -1,183.6% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling