+1,709.8%
CLS vs ARES
+1,152.0%
+557.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -22.2% | +4.5% | -26.7% | -24.0% |
| 30D | -44.4% | +15.7% | -60.1% | -48.3% |
| 3M | -34.3% | -2.0% | -32.3% | -34.4% |
| 6M | -50.1% | +10.4% | -60.5% | -53.1% |
| YTD | -30.1% | -14.2% | -15.8% | -28.6% |
| 1Y | -39.3% | -7.8% | -31.6% | -40.1% |
| 3Y | +732.7% | +41.4% | +691.3% | +614.6% |
| 5Y | +1,777.2% | +83.7% | +1,693.5% | +1,322.7% |
| 10Y | +1,645.6% | +1,204.1% | +441.5% | +763.3% |
| All | +1,709.8% | +1,152.0% | +557.8% | +770.0% |
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 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