+7.0%
CCL vs ARMK
+334.6%
-327.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +0.8% |
| 7D | +3.1% | +0.9% | +2.1% | +1.9% |
| 30D | +17.5% | -0.4% | +17.9% | +17.1% |
| 3M | +6.8% | -2.0% | +8.8% | +7.2% |
| 6M | +18.7% | +22.0% | -3.2% | -1.1% |
| YTD | +3.0% | +49.6% | -46.6% | -27.6% |
| 1Y | +17.7% | +46.4% | -28.6% | -15.8% |
| 3Y | +155.6% | +103.2% | +52.4% | +35.0% |
| 5Y | +30.2% | +108.1% | -77.9% | -30.2% |
| 10Y | -28.5% | +129.4% | -157.9% | -64.8% |
| All | +7.0% | +334.6% | -327.6% | -56.3% |
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