+1,089.9%
ARES vs CPB
-40.8%
+1,130.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.3% | -3.2% |
| 7D | -0.3% | -5.8% | +5.5% | +0.3% |
| 30D | +15.3% | +16.5% | -1.2% | +13.6% |
| 3M | -5.4% | -1.1% | -4.3% | -5.4% |
| 6M | +10.0% | +11.5% | -1.4% | +8.5% |
| YTD | -14.7% | -15.7% | +1.1% | -13.7% |
| 1Y | -9.7% | -24.7% | +15.0% | -7.8% |
| 3Y | +35.8% | -37.3% | +73.1% | +39.7% |
| 5Y | +80.9% | -35.0% | +115.9% | +83.0% |
| All | +1,089.9% | -40.8% | +1,130.7% | +1,157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling