+35.9%
ARMK vs CAI
-9.3%
+45.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +2.8% | -26.3% | +29.1% | +4.1% |
| 30D | -1.8% | -17.5% | +15.7% | -0.9% |
| 3M | -10.9% | +5.8% | -16.7% | -11.0% |
| 6M | +21.2% | +53.6% | -32.4% | +18.3% |
| YTD | +47.0% | -9.2% | +56.2% | +46.2% |
| 1Y | +42.9% | -2.7% | +45.5% | +41.7% |
| All | +35.9% | -9.3% | +45.2% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling