+376.6%
CB vs ARMK
+299.4%
+77.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.4% |
| 7D | +2.6% | -10.2% | +12.8% | +5.6% |
| 30D | +11.2% | -9.3% | +20.5% | +14.0% |
| 3M | +5.7% | -11.4% | +17.1% | +8.8% |
| 6M | +15.9% | +11.6% | +4.3% | +11.4% |
| YTD | +20.2% | +37.5% | -17.3% | +8.5% |
| 1Y | +32.4% | +34.9% | -2.5% | +20.1% |
| 3Y | +75.5% | +83.4% | -7.9% | +42.9% |
| 5Y | +105.5% | +87.9% | +17.6% | +62.6% |
| 10Y | +258.5% | +117.0% | +141.5% | +165.0% |
| All | +376.6% | +299.4% | +77.2% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling