+248.2%
CB vs ARMK
+123.7%
+124.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.2% | -3.0% |
| 7D | +0.2% | -2.6% | +2.9% | +0.9% |
| 30D | +9.1% | -5.2% | +14.3% | +10.4% |
| 3M | +3.4% | -6.5% | +9.9% | +4.8% |
| 6M | +14.1% | +15.3% | -1.2% | +8.7% |
| YTD | +18.0% | +43.6% | -25.6% | +5.2% |
| 1Y | +30.1% | +42.1% | -11.9% | +16.3% |
| 3Y | +71.8% | +94.0% | -22.2% | +37.7% |
| 5Y | +101.8% | +96.3% | +5.6% | +57.7% |
| All | +248.2% | +123.7% | +124.5% | +165.2% |
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