+135.4%
ARMK vs CRL
+241.6%
-106.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.3% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +3.1% | +5.0% | -1.8% | +1.4% |
| 3M | +9.2% | +50.6% | -41.4% | -5.3% |
| 6M | +43.7% | +60.9% | -17.3% | +19.9% |
| YTD | +57.4% | +40.7% | +16.6% | +36.7% |
| 1Y | +51.9% | +73.3% | -21.5% | +21.4% |
| 3Y | +125.4% | +40.6% | +84.8% | +80.4% |
| 5Y | +149.1% | -37.0% | +186.1% | +178.5% |
| 10Y | +135.4% | +244.3% | -108.8% | +0.4% |
| All | +135.4% | +241.6% | -106.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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