+100.6%
CB vs ARMK
+107.5%
-6.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | +6.5% | -0.4% | +6.9% | +6.4% |
| 3M | +4.1% | -2.0% | +6.0% | +4.1% |
| 6M | +14.4% | +22.0% | -7.5% | +8.0% |
| YTD | +17.5% | +49.6% | -32.1% | +4.9% |
| 1Y | +27.5% | +46.4% | -18.8% | +14.4% |
| 3Y | +71.6% | +103.2% | -31.6% | +37.5% |
| 5Y | +100.6% | +108.1% | -7.5% | +59.2% |
| All | +100.6% | +107.5% | -6.9% | +59.2% |
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 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