+144.5%
ARMK vs CRL
-35.5%
+180.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.2% |
| 30D | 0.0% | +10.7% | -10.6% | -1.9% |
| 3M | +6.7% | +55.3% | -48.6% | -2.2% |
| 6M | +38.8% | +60.7% | -21.8% | +25.5% |
| YTD | +55.2% | +44.6% | +10.6% | +42.8% |
| 1Y | +46.6% | +77.7% | -31.1% | +28.6% |
| 3Y | +112.9% | +37.6% | +75.3% | +90.2% |
| All | +144.5% | -35.5% | +180.0% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling