+371.4%
CRM vs ARES
+1,107.9%
-736.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.6% |
| 7D | -8.1% | -7.7% | -0.4% | -5.3% |
| 30D | +23.1% | -8.7% | +31.8% | +27.3% |
| 3M | +42.5% | +2.8% | +39.7% | +40.1% |
| 6M | +25.3% | +23.1% | +2.2% | +13.9% |
| YTD | -7.8% | -17.3% | +9.5% | -3.2% |
| 1Y | +1.0% | -24.3% | +25.3% | +9.0% |
| 3Y | +10.0% | +34.9% | -24.9% | -7.9% |
| 5Y | -3.9% | +93.5% | -97.4% | -30.9% |
| 10Y | +233.2% | +969.2% | -736.0% | +52.6% |
| All | +371.4% | +1,107.9% | -736.5% | +105.6% |
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