+1,080.5%
CCJ vs ARMK
+136.6%
+943.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | +5.9% | +1.7% | +4.2% | +5.4% |
| 30D | +4.7% | +3.1% | +1.6% | +3.6% |
| 3M | -3.3% | +9.2% | -12.5% | -6.0% |
| 6M | -7.0% | +43.7% | -50.7% | -17.0% |
| YTD | +11.5% | +57.4% | -45.9% | -3.4% |
| 1Y | +32.3% | +51.9% | -19.6% | +15.4% |
| 3Y | +176.8% | +125.4% | +51.4% | +110.8% |
| 5Y | +351.8% | +149.1% | +202.7% | +231.1% |
| 10Y | +1,080.5% | +135.4% | +945.1% | +743.7% |
| All | +1,080.5% | +136.6% | +943.9% | +743.7% |
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 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