+251.7%
CB vs ARMK
+131.4%
+120.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.9% | +2.7% | +0.3% | +2.2% |
| 30D | +7.3% | -1.5% | +8.8% | +7.4% |
| 3M | +9.4% | -11.6% | +21.0% | +12.7% |
| 6M | +19.6% | +6.7% | +12.9% | +16.6% |
| YTD | +21.5% | +47.4% | -25.9% | +7.5% |
| 1Y | +28.0% | +41.5% | -13.5% | +14.5% |
| 3Y | +74.9% | +95.5% | -20.7% | +39.8% |
| 5Y | +108.1% | +108.4% | -0.2% | +59.8% |
| All | +251.7% | +131.4% | +120.3% | +165.5% |
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