+101.0%
CCI vs ARMK
+317.2%
-216.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.0% | -3.3% |
| 7D | -0.1% | -2.6% | +2.5% | +0.2% |
| 30D | +28.4% | -5.2% | +33.6% | +29.3% |
| 3M | +20.0% | -6.5% | +26.5% | +21.0% |
| 6M | +0.8% | +15.3% | -14.5% | -2.1% |
| YTD | +3.6% | +43.6% | -40.0% | -3.3% |
| 1Y | +6.1% | +42.1% | -36.0% | -0.8% |
| 3Y | +7.2% | +94.0% | -86.8% | -6.1% |
| 5Y | -37.0% | +96.3% | -133.2% | -45.5% |
| 10Y | +54.2% | +126.7% | -72.5% | +30.4% |
| All | +101.0% | +317.2% | -216.2% | +56.0% |
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