+134.0%
ARMK vs CLBK
+66.9%
+67.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +1.7% | +1.1% | +0.6% | +1.1% |
| 30D | +3.1% | +7.8% | -4.7% | -0.6% |
| 3M | +9.2% | +23.9% | -14.6% | -1.8% |
| 6M | +43.7% | +42.3% | +1.4% | +20.4% |
| YTD | +57.4% | +65.4% | -8.0% | +21.7% |
| 1Y | +51.9% | +70.3% | -18.5% | +15.0% |
| 3Y | +125.4% | +54.5% | +70.9% | +68.6% |
| 5Y | +149.1% | +43.1% | +106.0% | +70.5% |
| All | +134.0% | +66.9% | +67.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling