+51.6%
CDE vs ARMK
+131.4%
-79.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -9.6% | +2.7% | -12.3% | -10.3% |
| 30D | -6.7% | -1.5% | -5.2% | -6.2% |
| 3M | -24.2% | -11.6% | -12.7% | -21.4% |
| 6M | -29.1% | +6.7% | -35.8% | -30.5% |
| YTD | -21.5% | +47.4% | -68.9% | -29.9% |
| 1Y | -7.4% | +41.5% | -48.9% | -16.4% |
| 3Y | +596.3% | +95.5% | +500.8% | +467.3% |
| 5Y | +95.7% | +108.4% | -12.6% | +55.6% |
| All | +51.6% | +131.4% | -79.7% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling