+436.2%
CBRE vs ARMK
+327.8%
+108.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.8% | +7.1% | -9.9% | -6.0% |
| 30D | +2.2% | -1.6% | +3.9% | +2.6% |
| 3M | -10.1% | -10.5% | +0.5% | -5.6% |
| 6M | -8.0% | +11.8% | -19.8% | -13.7% |
| YTD | -17.6% | +47.3% | -64.8% | -32.7% |
| 1Y | -14.7% | +41.5% | -56.2% | -29.0% |
| 3Y | +80.4% | +95.3% | -15.0% | +24.8% |
| 5Y | +25.9% | +108.1% | -82.3% | -17.1% |
| 10Y | +379.5% | +132.0% | +247.5% | +169.9% |
| All | +436.2% | +327.8% | +108.4% | +162.7% |
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