+579.5%
CEG vs ARMK
+121.8%
+457.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +11.8% | +2.8% | +9.0% | +10.8% |
| 30D | -6.5% | -1.8% | -4.7% | -5.8% |
| 3M | -1.2% | -10.9% | +9.7% | +2.8% |
| 6M | -8.0% | +21.2% | -29.3% | -14.5% |
| YTD | -21.9% | +47.0% | -68.9% | -32.7% |
| 1Y | -21.4% | +42.9% | -64.3% | -31.7% |
| 3Y | +130.0% | +95.0% | +35.0% | +79.7% |
| All | +579.5% | +121.8% | +457.7% | +424.7% |
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 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