+17.0%
CCL vs ARMK
+44.4%
-27.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -1.5% | +2.8% | -4.3% | -2.8% |
| 30D | +16.5% | -1.8% | +18.2% | +17.0% |
| 3M | +11.2% | -10.9% | +22.1% | +17.7% |
| 6M | +22.6% | +21.2% | +1.4% | +8.0% |
| YTD | +2.6% | +47.0% | -44.4% | -20.2% |
| 1Y | +17.0% | +42.9% | -25.9% | -7.0% |
| All | +17.0% | +44.4% | -27.5% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling