+683.1%
CDW vs ARMK
+350.8%
+332.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +3.2% | -2.4% | +5.6% | +4.0% |
| 30D | +9.3% | 0.0% | +9.3% | +9.0% |
| 3M | +9.8% | +6.7% | +3.1% | +7.0% |
| 6M | +23.3% | +38.8% | -15.5% | +8.8% |
| YTD | +13.7% | +55.2% | -41.5% | -3.8% |
| 1Y | -6.5% | +46.6% | -53.1% | -19.4% |
| 3Y | -25.2% | +112.9% | -138.1% | -44.4% |
| 5Y | -19.5% | +144.0% | -163.5% | -43.6% |
| 10Y | +285.8% | +132.4% | +153.4% | +166.6% |
| All | +683.1% | +350.8% | +332.2% | +385.8% |
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