+1.4%
CCL vs ARMK
+144.6%
-143.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.9% |
| 7D | -5.0% | -2.4% | -2.6% | -3.0% |
| 30D | -20.3% | 0.0% | -20.4% | -20.8% |
| 3M | -15.1% | +6.7% | -21.8% | -20.5% |
| 6M | -15.1% | +38.8% | -53.9% | -38.1% |
| YTD | -21.8% | +55.2% | -77.0% | -49.1% |
| 1Y | -24.8% | +46.6% | -71.4% | -48.5% |
| 3Y | +51.9% | +112.9% | -61.0% | -33.7% |
| All | +1.4% | +144.6% | -143.2% | -63.1% |
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