-3.1%
CMG vs ARES
+94.4%
-97.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -2.1% | -6.1% | +4.0% | +0.1% |
| 30D | +10.9% | -7.5% | +18.4% | +13.7% |
| 3M | +15.8% | +0.1% | +15.7% | +14.5% |
| 6M | +6.9% | +30.3% | -23.3% | -5.4% |
| YTD | -2.2% | -16.6% | +14.5% | +2.1% |
| 1Y | -7.1% | -26.1% | +19.0% | +1.1% |
| 3Y | -7.1% | +36.4% | -43.6% | -26.5% |
| All | -3.1% | +94.4% | -97.5% | -40.7% |
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