+302.2%
ARMK vs CRL
+453.2%
-151.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | 0.0% | +10.7% | -10.6% | -3.2% |
| 3M | +6.7% | +55.3% | -48.6% | -8.1% |
| 6M | +38.8% | +60.7% | -21.8% | +16.6% |
| YTD | +55.2% | +44.6% | +10.6% | +34.1% |
| 1Y | +46.6% | +77.7% | -31.1% | +17.0% |
| 3Y | +112.9% | +37.6% | +75.3% | +73.6% |
| 5Y | +144.0% | -35.8% | +179.8% | +163.7% |
| 10Y | +132.4% | +241.7% | -109.3% | +12.2% |
| All | +302.2% | +453.2% | -151.0% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling