+302.2%
ARMK vs CNI
+184.4%
+117.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | -2.4% | -2.1% | -0.3% | -1.3% |
| 30D | 0.0% | -3.3% | +3.3% | +1.9% |
| 3M | +6.7% | +3.8% | +2.9% | +4.1% |
| 6M | +38.8% | +12.7% | +26.1% | +28.9% |
| YTD | +55.2% | +26.3% | +28.9% | +34.5% |
| 1Y | +46.6% | +29.9% | +16.7% | +24.5% |
| 3Y | +112.9% | +15.9% | +97.0% | +89.2% |
| 5Y | +144.0% | +6.9% | +137.0% | +124.0% |
| 10Y | +132.4% | +126.8% | +5.6% | +46.5% |
| All | +302.2% | +184.4% | +117.8% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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