-9.3%
CDW vs ARMK
+96.3%
-105.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.3% | -2.7% |
| 7D | +2.1% | -2.6% | +4.7% | +2.9% |
| 30D | +14.7% | -5.2% | +19.9% | +16.8% |
| 3M | +11.1% | -6.5% | +17.6% | +13.4% |
| 6M | +45.6% | +15.3% | +30.3% | +35.3% |
| YTD | +17.1% | +43.6% | -26.5% | -2.1% |
| 1Y | +13.2% | +42.1% | -28.9% | -5.0% |
| 3Y | -22.2% | +94.0% | -116.2% | -45.0% |
| All | -9.3% | +96.3% | -105.6% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling