+247.9%
CB vs ARMK
+131.1%
+116.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | 0.0% | +7.1% | -7.1% | -1.9% |
| 30D | +7.4% | -1.6% | +9.0% | +7.5% |
| 3M | +8.6% | -10.5% | +19.2% | +11.6% |
| 6M | +16.1% | +11.8% | +4.4% | +11.7% |
| YTD | +20.2% | +47.3% | -27.1% | +6.4% |
| 1Y | +27.2% | +41.5% | -14.3% | +13.8% |
| 3Y | +72.7% | +95.3% | -22.6% | +38.1% |
| 5Y | +105.9% | +108.1% | -2.2% | +58.1% |
| All | +247.9% | +131.1% | +116.8% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling