+95.5%
ARMK vs CRL
+97.9%
-2.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +2.7% | +0.1% | +2.5% | +2.7% |
| 30D | -1.5% | +11.9% | -13.4% | -3.1% |
| 3M | -11.6% | +20.2% | -31.7% | -14.1% |
| 6M | +6.7% | +107.5% | -100.8% | -5.0% |
| YTD | +47.4% | +69.4% | -22.0% | +34.7% |
| 1Y | +41.5% | +99.7% | -58.3% | +25.5% |
| 3Y | +95.5% | +98.8% | -3.2% | +84.6% |
| All | +95.5% | +97.9% | -2.4% | +84.6% |
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