+3,269.5%
CLS vs ARES
+105.6%
+3,163.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | +4.6% | -1.7% | +6.2% | +5.8% |
| 30D | -13.9% | +0.3% | -14.2% | -14.0% |
| 3M | -26.6% | +8.5% | -35.0% | -30.7% |
| 6M | +15.4% | +23.5% | -8.1% | -0.9% |
| YTD | +5.7% | -11.2% | +16.9% | +8.5% |
| 1Y | +41.1% | -19.3% | +60.4% | +53.5% |
| 3Y | +1,228.6% | +48.7% | +1,179.9% | +930.7% |
| All | +3,269.5% | +105.6% | +3,163.9% | +1,948.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling