+36.1%
ARES vs CPB
-35.1%
+71.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.8% |
| 7D | +0.5% | -1.6% | +2.0% | +0.6% |
| 30D | +19.7% | +19.2% | +0.4% | +18.9% |
| 3M | -9.0% | -0.9% | -8.0% | -9.4% |
| 6M | +11.5% | +15.2% | -3.7% | +10.9% |
| YTD | -13.8% | -13.1% | -0.8% | -14.8% |
| 1Y | -5.6% | -22.4% | +16.8% | -7.2% |
| 3Y | +36.1% | -35.3% | +71.4% | +36.7% |
| All | +36.1% | -35.1% | +71.2% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling