+22.5%
CCI vs ARMK
+134.7%
-112.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +2.1% | +2.4% | -0.2% | +1.7% |
| 3M | -17.8% | +6.1% | -23.9% | -18.7% |
| 6M | -14.2% | +41.8% | -55.9% | -19.2% |
| YTD | -13.3% | +55.5% | -68.9% | -19.8% |
| 1Y | -16.6% | +49.6% | -66.2% | -22.4% |
| 3Y | -10.8% | +122.8% | -133.6% | -23.1% |
| 5Y | -50.3% | +151.0% | -201.3% | -58.3% |
| 10Y | +22.5% | +137.9% | -115.4% | +8.4% |
| All | +22.5% | +134.7% | -112.2% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling