+1,914.6%
CLS vs ARES
+1,112.4%
+802.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.9% |
| 7D | +16.3% | +0.5% | +15.8% | +15.9% |
| 30D | -25.7% | +19.7% | -45.3% | -32.8% |
| 3M | -30.9% | -9.0% | -21.9% | -28.4% |
| 6M | -35.5% | +11.5% | -47.0% | -40.3% |
| YTD | -18.7% | -13.8% | -4.9% | -17.1% |
| 1Y | -17.9% | -5.6% | -12.3% | -20.5% |
| 3Y | +838.1% | +36.1% | +802.0% | +690.8% |
| 5Y | +1,971.9% | +82.7% | +1,889.2% | +1,381.1% |
| All | +1,914.6% | +1,112.4% | +802.1% | +831.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling