+45.4%
ARMK vs CAI
-8.1%
+53.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | +3.1% | +9.1% | -6.0% | +2.7% |
| 3M | +9.2% | +53.8% | -44.6% | +6.8% |
| 6M | +43.7% | +33.5% | +10.2% | +40.9% |
| YTD | +57.4% | -8.0% | +65.4% | +56.2% |
| 1Y | +51.9% | -28.7% | +80.6% | +51.6% |
| All | +45.4% | -8.1% | +53.5% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling