+246.7%
CB vs ARMK
+130.7%
+116.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.0% | +2.8% | -3.8% | -1.9% |
| 30D | +7.3% | -1.8% | +9.1% | +7.5% |
| 3M | +7.0% | -10.9% | +17.9% | +10.0% |
| 6M | +16.3% | +21.2% | -4.9% | +9.2% |
| YTD | +19.7% | +47.0% | -27.3% | +6.0% |
| 1Y | +27.8% | +42.9% | -15.1% | +14.0% |
| 3Y | +72.0% | +95.0% | -23.0% | +37.6% |
| 5Y | +104.9% | +106.2% | -1.4% | +57.7% |
| 10Y | +246.7% | +131.6% | +115.1% | +161.7% |
| All | +246.7% | +130.7% | +116.0% | +161.7% |
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