+101.2%
CSGP vs ARES
+1,178.8%
-1,077.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.1% | -2.1% | +2.0% |
| 7D | +18.3% | +10.5% | +7.8% | +14.5% |
| 30D | +17.8% | +16.8% | +1.0% | +11.9% |
| 3M | +9.3% | -3.2% | +12.5% | +10.4% |
| 6M | -7.9% | +16.4% | -24.3% | -13.1% |
| YTD | -51.5% | -12.4% | -39.1% | -50.2% |
| 1Y | -53.3% | -6.9% | -46.5% | -53.1% |
| 3Y | -57.9% | +40.3% | -98.2% | -64.1% |
| 5Y | -61.3% | +86.2% | -147.5% | -70.6% |
| 10Y | +77.5% | +1,232.0% | -1,154.5% | -13.2% |
| All | +101.2% | +1,178.8% | -1,077.6% | -3.8% |
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