+29.2%
CB vs ARMK
+44.7%
-15.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.6% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +8.2% | -1.3% | +9.5% | +8.2% |
| 3M | +6.3% | -2.5% | +8.8% | +6.4% |
| 6M | +16.2% | +20.8% | -4.6% | +13.3% |
| YTD | +19.3% | +48.2% | -28.8% | +12.1% |
| 1Y | +29.2% | +45.7% | -16.5% | +21.6% |
| All | +29.2% | +44.7% | -15.5% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling