+1,852.0%
CLS vs ARES
+1,204.3%
+647.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.2% | +3.7% | +6.0% |
| 7D | -10.6% | +5.0% | -15.5% | -12.6% |
| 30D | -38.4% | +19.1% | -57.5% | -43.5% |
| 3M | -29.9% | +3.1% | -32.9% | -31.5% |
| 6M | -40.6% | +12.9% | -53.5% | -44.7% |
| YTD | -24.6% | -10.7% | -13.9% | -24.3% |
| 1Y | -30.8% | -5.5% | -25.3% | -32.3% |
| 3Y | +811.7% | +45.0% | +766.7% | +673.8% |
| 5Y | +1,838.4% | +87.4% | +1,751.0% | +1,353.9% |
| 10Y | +1,751.5% | +1,267.4% | +484.1% | +799.5% |
| All | +1,852.0% | +1,204.3% | +647.7% | +822.5% |
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