+789.5%
CDW vs ARMK
+327.1%
+462.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +57.9% |
| YTD | +29.1% | +47.0% | -17.9% | +11.0% |
| 1Y | +23.8% | +42.9% | -19.1% | +7.5% |
| 3Y | -14.5% | +95.0% | -109.5% | -34.5% |
| 5Y | -1.6% | +106.2% | -107.8% | -27.1% |
| 10Y | +322.0% | +131.6% | +190.4% | +191.9% |
| All | +789.5% | +327.1% | +462.4% | +460.7% |
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