-18.8%
CCL vs ARMK
+350.8%
-369.6%
-90.4%
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% | +0.8% |
| 7D | -5.0% | -2.4% | -2.6% | -3.2% |
| 30D | -20.3% | 0.0% | -20.4% | -20.8% |
| 3M | -15.1% | +6.7% | -21.8% | -19.9% |
| 6M | -15.1% | +38.8% | -53.9% | -35.7% |
| YTD | -21.8% | +55.2% | -77.0% | -46.2% |
| 1Y | -24.8% | +46.6% | -71.4% | -46.0% |
| 3Y | +51.9% | +112.9% | -61.0% | -22.3% |
| 5Y | +4.0% | +144.0% | -139.9% | -50.4% |
| 10Y | -42.2% | +132.4% | -174.6% | -71.9% |
| All | -18.8% | +350.8% | -369.6% | -67.6% |
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