+456.7%
CCJ vs ARMK
+350.8%
+105.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.5% |
| 30D | +6.9% | 0.0% | +6.8% | +6.8% |
| 3M | -11.6% | +6.7% | -18.3% | -13.5% |
| 6M | -16.2% | +38.8% | -55.0% | -24.4% |
| YTD | +10.1% | +55.2% | -45.1% | -4.1% |
| 1Y | +32.3% | +46.6% | -14.3% | +16.8% |
| 3Y | +171.3% | +112.9% | +58.4% | +110.7% |
| 5Y | +372.4% | +144.0% | +228.4% | +249.4% |
| 10Y | +1,070.0% | +132.4% | +937.6% | +718.8% |
| All | +456.7% | +350.8% | +105.8% | +263.3% |
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