+304.6%
CRH vs ARES
+1,107.9%
-803.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.8% |
| 7D | -4.8% | -7.7% | +2.9% | -1.8% |
| 30D | -13.1% | -8.7% | -4.4% | -10.1% |
| 3M | -12.0% | +2.8% | -14.8% | -13.4% |
| 6M | -16.9% | +23.1% | -39.9% | -24.4% |
| YTD | -29.0% | -17.3% | -11.7% | -25.3% |
| 1Y | -20.3% | -24.3% | +4.0% | -13.8% |
| 3Y | +69.2% | +34.9% | +34.3% | +43.6% |
| 5Y | +94.6% | +93.5% | +1.2% | +40.4% |
| 10Y | +250.3% | +969.2% | -718.9% | +53.7% |
| All | +304.6% | +1,107.9% | -803.4% | +66.9% |
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 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