+163.9%
CCJ vs ARMK
+106.7%
+57.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.8% | +2.7% | -3.5% | -1.8% |
| 30D | -13.2% | -1.5% | -11.7% | -12.6% |
| 3M | -27.6% | -11.6% | -16.1% | -24.0% |
| 6M | -38.7% | +6.7% | -45.4% | -40.5% |
| YTD | -22.7% | +47.4% | -70.1% | -34.7% |
| 1Y | -17.6% | +41.5% | -59.1% | -29.3% |
| 3Y | +62.7% | +95.5% | -32.8% | +15.6% |
| All | +163.9% | +106.7% | +57.2% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling