+598.5%
CEG vs ARMK
+122.2%
+476.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +17.8% | +7.1% | +10.7% | +15.2% |
| 30D | -4.5% | -1.6% | -2.9% | -3.9% |
| 3M | +1.5% | -10.5% | +12.0% | +5.4% |
| 6M | -3.5% | +11.8% | -15.3% | -7.5% |
| YTD | -19.7% | +47.3% | -67.0% | -30.8% |
| 1Y | -19.8% | +41.5% | -61.3% | -30.0% |
| 3Y | +136.4% | +95.3% | +41.1% | +84.6% |
| All | +598.5% | +122.2% | +476.3% | +439.0% |
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