-29.6%
CLS vs ARES
-9.0%
-20.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.1% | -15.2% | -9.6% |
| 7D | -21.1% | +10.5% | -31.7% | -22.2% |
| 30D | -38.2% | +16.8% | -55.1% | -39.6% |
| 3M | -36.3% | -3.2% | -33.1% | -35.7% |
| 6M | -43.8% | +16.4% | -60.2% | -44.5% |
| YTD | -20.0% | -12.4% | -7.6% | -22.9% |
| 1Y | -29.6% | -6.9% | -22.7% | -36.7% |
| All | -29.6% | -9.0% | -20.6% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling