-7.6%
CMG vs ARES
+38.2%
-45.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -1.8% |
| 7D | -6.5% | -2.7% | -3.8% | -5.9% |
| 30D | +12.1% | -2.4% | +14.5% | +12.5% |
| 3M | +20.6% | +3.9% | +16.7% | +18.5% |
| 6M | +2.1% | +26.4% | -24.3% | -5.9% |
| YTD | -2.6% | -14.9% | +12.3% | +0.3% |
| 1Y | -8.7% | -20.4% | +11.7% | -4.7% |
| All | -7.6% | +38.2% | -45.7% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling