+498.1%
CBRE vs ARMK
+350.8%
+147.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.0% | -2.4% | +0.4% | -0.8% |
| 30D | -2.2% | 0.0% | -2.2% | -2.3% |
| 3M | +12.9% | +6.7% | +6.2% | +9.2% |
| 6M | +4.3% | +38.8% | -34.5% | -11.8% |
| YTD | -8.0% | +55.2% | -63.2% | -26.4% |
| 1Y | -8.6% | +46.6% | -55.2% | -24.9% |
| 3Y | +71.9% | +112.9% | -41.0% | +14.5% |
| 5Y | +50.0% | +144.0% | -94.0% | -8.4% |
| 10Y | +390.1% | +132.4% | +257.6% | +177.8% |
| All | +498.1% | +350.8% | +147.3% | +187.1% |
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