+322.0%
CDW vs ARMK
+130.7%
+191.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +2.6% | +2.8% | -0.2% | +1.6% |
| 30D | +20.4% | -1.8% | +22.2% | +20.7% |
| 3M | +28.5% | -10.9% | +39.3% | +33.3% |
| 6M | +70.6% | +21.2% | +49.4% | +57.7% |
| YTD | +29.1% | +47.0% | -17.9% | +10.7% |
| 1Y | +23.8% | +42.9% | -19.1% | +7.3% |
| 3Y | -14.5% | +95.0% | -109.5% | -34.8% |
| 5Y | -1.6% | +106.2% | -107.8% | -27.5% |
| 10Y | +322.0% | +131.6% | +190.4% | +200.3% |
| All | +322.0% | +130.7% | +191.3% | +200.3% |
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 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