+129.4%
ARMK vs CRL
+400.8%
-271.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +2.7% |
| 7D | +0.9% | +4.4% | -3.4% | -0.5% |
| 30D | -0.4% | +17.1% | -17.4% | -5.6% |
| 3M | -2.0% | +32.1% | -34.1% | -11.1% |
| 6M | +22.0% | +98.9% | -77.0% | -4.7% |
| YTD | +49.6% | +77.1% | -27.5% | +19.8% |
| 1Y | +46.4% | +110.3% | -63.9% | +10.0% |
| 3Y | +103.2% | +108.5% | -5.3% | +39.6% |
| 5Y | +108.1% | -7.9% | +116.0% | +100.5% |
| 10Y | +129.4% | +368.9% | -239.5% | -15.8% |
| All | +129.4% | +400.8% | -271.4% | -15.8% |
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