+117.6%
ARMK vs CRL
+38.0%
+79.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | 0.0% | +10.7% | -10.6% | -1.6% |
| 3M | +6.7% | +55.3% | -48.6% | -0.8% |
| 6M | +38.8% | +60.7% | -21.8% | +27.6% |
| YTD | +55.2% | +44.6% | +10.6% | +44.9% |
| 1Y | +46.6% | +77.7% | -31.1% | +31.4% |
| All | +117.6% | +38.0% | +79.6% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling