+130.8%
ARMK vs CLBK
+67.9%
+62.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.4% | +1.2% | -3.6% | -3.0% |
| 30D | 0.0% | +9.1% | -9.1% | -4.1% |
| 3M | +6.7% | +27.7% | -21.0% | -5.5% |
| 6M | +38.8% | +40.8% | -2.0% | +17.0% |
| YTD | +55.2% | +66.4% | -11.2% | +19.6% |
| 1Y | +46.6% | +72.4% | -25.8% | +10.4% |
| 3Y | +112.9% | +50.7% | +62.2% | +61.9% |
| 5Y | +144.0% | +42.9% | +101.0% | +67.7% |
| All | +130.8% | +67.9% | +62.9% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling