+272.1%
ARMK vs CRL
+547.2%
-275.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.8% | -3.4% | +2.0% |
| 7D | -2.6% | -6.1% | +3.5% | -0.8% |
| 30D | -5.2% | +12.4% | -17.6% | -8.9% |
| 3M | -6.5% | +27.1% | -33.6% | -14.0% |
| 6M | +15.3% | +85.7% | -70.5% | -7.3% |
| YTD | +43.6% | +69.2% | -25.6% | +17.3% |
| 1Y | +42.1% | +97.5% | -55.5% | +9.9% |
| 3Y | +94.0% | +86.1% | +7.9% | +41.3% |
| 5Y | +96.3% | -10.0% | +106.3% | +85.7% |
| 10Y | +126.7% | +395.0% | -268.3% | -1.8% |
| All | +272.1% | +547.2% | -275.1% | +54.6% |
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 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