+6.6%
CCL vs ARMK
+327.1%
-320.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -1.5% | +2.8% | -4.3% | -3.7% |
| 30D | +16.5% | -1.8% | +18.2% | +17.3% |
| 3M | +11.2% | -10.9% | +22.1% | +21.1% |
| 6M | +22.6% | +21.2% | +1.4% | +2.6% |
| YTD | +2.6% | +47.0% | -44.4% | -26.9% |
| 1Y | +17.0% | +42.9% | -25.9% | -14.7% |
| 3Y | +145.5% | +95.0% | +50.6% | +34.2% |
| 5Y | +36.1% | +106.2% | -70.1% | -26.4% |
| 10Y | -29.4% | +131.6% | -161.1% | -65.2% |
| All | +6.6% | +327.1% | -320.5% | -55.9% |
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