+1,157.4%
ARES vs CPB
-24.9%
+1,182.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +0.8% | -4.1% | +4.8% | +1.1% |
| 30D | +16.7% | +16.9% | -0.2% | +15.2% |
| 3M | -2.6% | -0.6% | -2.1% | -2.7% |
| 6M | +13.0% | +11.4% | +1.6% | +11.6% |
| YTD | -11.7% | -14.8% | +3.1% | -11.0% |
| 1Y | -6.7% | -24.8% | +18.1% | -5.0% |
| 3Y | +40.5% | -36.6% | +77.1% | +43.7% |
| 5Y | +88.2% | -33.3% | +121.6% | +89.9% |
| 10Y | +1,131.0% | -40.4% | +1,171.3% | +1,147.5% |
| All | +1,157.4% | -24.9% | +1,182.3% | +1,143.1% |
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