-25.4%
CLF vs ARES
+1,196.0%
-1,221.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +7.6% | -1.7% | +9.2% | +8.4% |
| 30D | -1.2% | +0.3% | -1.5% | -1.7% |
| 3M | -13.4% | +8.5% | -21.9% | -17.5% |
| 6M | +15.4% | +23.5% | -8.1% | +1.5% |
| YTD | -5.9% | -11.2% | +5.4% | -2.9% |
| 1Y | +18.8% | -19.3% | +38.1% | +28.3% |
| 3Y | -19.4% | +48.7% | -68.1% | -39.3% |
| 5Y | -47.7% | +106.5% | -154.3% | -68.2% |
| 10Y | +130.4% | +1,055.3% | -925.0% | -32.1% |
| All | -25.4% | +1,196.0% | -1,221.4% | -79.6% |
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 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