+103.2%
CB vs ARMK
+96.3%
+6.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.2% | -2.8% |
| 7D | +0.2% | -2.6% | +2.9% | +0.8% |
| 30D | +9.1% | -5.2% | +14.3% | +10.2% |
| 3M | +3.4% | -6.5% | +9.9% | +4.6% |
| 6M | +14.1% | +15.3% | -1.2% | +9.2% |
| YTD | +18.0% | +43.6% | -25.6% | +6.3% |
| 1Y | +30.1% | +42.1% | -11.9% | +17.5% |
| 3Y | +71.8% | +94.0% | -22.2% | +39.2% |
| All | +103.2% | +96.3% | +6.9% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling