+1,164.6%
ARES vs CPB
-28.9%
+1,193.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.7% |
| 7D | -1.7% | -8.6% | +6.9% | -1.0% |
| 30D | +0.3% | -7.2% | +7.5% | +0.8% |
| 3M | +8.5% | +0.9% | +7.6% | +8.2% |
| 6M | +23.5% | -11.8% | +35.3% | +24.4% |
| YTD | -11.2% | -19.4% | +8.2% | -10.0% |
| 1Y | -19.3% | -30.4% | +11.1% | -17.3% |
| 3Y | +48.7% | -40.2% | +88.8% | +52.9% |
| 5Y | +106.5% | -39.5% | +146.0% | +110.5% |
| 10Y | +1,055.3% | -47.4% | +1,102.7% | +1,076.6% |
| All | +1,164.6% | -28.9% | +1,193.5% | +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 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