+36.7%
CLS vs ARES
-20.5%
+57.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.6% |
| 7D | +20.1% | -2.7% | +22.8% | +20.7% |
| 30D | +6.0% | -2.4% | +8.4% | +6.5% |
| 3M | -10.3% | +3.9% | -14.2% | -10.6% |
| 6M | +24.5% | +26.4% | -1.9% | +21.2% |
| YTD | +12.9% | -14.9% | +27.7% | +12.0% |
| 1Y | +36.7% | -20.4% | +57.1% | +37.9% |
| All | +36.7% | -20.5% | +57.2% | +37.9% |
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