+1,172.8%
ARES vs CPB
-23.0%
+1,195.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.3% |
| 7D | +5.0% | +3.3% | +1.7% | +4.7% |
| 30D | +19.1% | +19.0% | +0.1% | +17.3% |
| 3M | +3.1% | +0.4% | +2.6% | +2.8% |
| 6M | +12.9% | +13.0% | -0.1% | +11.4% |
| YTD | -10.7% | -12.7% | +2.1% | -10.1% |
| 1Y | -5.5% | -20.9% | +15.3% | -4.3% |
| 3Y | +45.0% | -35.4% | +80.4% | +48.1% |
| 5Y | +87.4% | -32.3% | +119.7% | +88.8% |
| 10Y | +1,267.4% | -40.5% | +1,308.0% | +1,281.9% |
| All | +1,172.8% | -23.0% | +1,195.8% | +1,155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling