-17.9%
ARES vs CPB
-31.2%
+13.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.2% |
| 7D | -0.3% | -8.2% | +7.9% | +0.3% |
| 30D | +1.3% | -5.6% | +6.9% | +1.6% |
| 3M | +10.4% | +3.0% | +7.4% | +9.8% |
| 6M | +29.0% | -12.7% | +41.7% | +28.4% |
| YTD | -12.2% | -18.0% | +5.8% | -12.4% |
| All | -17.9% | -31.2% | +13.3% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling