+268.3%
CMG vs ARES
+1,196.0%
-927.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | -2.8% | -1.7% | -1.1% | -2.4% |
| 30D | +7.1% | +0.3% | +6.9% | +6.8% |
| 3M | +31.2% | +8.5% | +22.7% | +26.9% |
| 6M | +0.7% | +23.5% | -22.8% | -7.0% |
| YTD | -0.1% | -11.2% | +11.1% | +1.3% |
| 1Y | -10.7% | -19.3% | +8.5% | -7.3% |
| 3Y | -4.7% | +48.7% | -53.3% | -19.8% |
| 5Y | -3.8% | +106.5% | -110.3% | -28.2% |
| 10Y | +352.5% | +1,055.3% | -702.8% | +137.3% |
| All | +268.3% | +1,196.0% | -927.7% | +86.5% |
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