+11.8%
CRM vs ARES
+35.4%
-23.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.7% |
| 7D | -4.4% | -6.1% | +1.6% | -2.5% |
| 30D | +28.1% | -7.5% | +35.7% | +31.5% |
| 3M | +48.8% | +0.1% | +48.7% | +48.3% |
| 6M | +28.3% | +30.3% | -2.0% | +15.9% |
| YTD | -6.0% | -16.6% | +10.6% | -0.6% |
| 1Y | +1.4% | -26.1% | +27.5% | +11.9% |
| 3Y | +11.8% | +36.4% | -24.6% | -6.4% |
| All | +11.8% | +35.4% | -23.5% | -6.4% |
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