+69.6%
CCI vs ARMK
+350.8%
-281.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | +2.7% | 0.0% | +2.7% | +2.6% |
| 3M | -18.2% | +6.7% | -24.9% | -19.2% |
| 6M | -14.8% | +38.8% | -53.6% | -19.7% |
| YTD | -12.6% | +55.2% | -67.8% | -19.3% |
| 1Y | -16.7% | +46.6% | -63.4% | -22.4% |
| 3Y | -10.5% | +112.9% | -123.4% | -22.7% |
| 5Y | -51.4% | +144.0% | -195.4% | -59.4% |
| 10Y | +20.0% | +132.4% | -112.4% | +1.7% |
| All | +69.6% | +350.8% | -281.3% | +30.2% |
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