+639.5%
CEG vs ARMK
+134.1%
+505.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.2% |
| 7D | +8.0% | -2.4% | +10.4% | +8.9% |
| 30D | +12.9% | 0.0% | +12.9% | +12.8% |
| 3M | +13.2% | +6.7% | +6.5% | +10.6% |
| 6M | -7.0% | +38.8% | -45.8% | -17.7% |
| YTD | -15.0% | +55.2% | -70.2% | -28.1% |
| 1Y | -2.7% | +46.6% | -49.3% | -16.1% |
| 3Y | +184.1% | +112.9% | +71.2% | +115.1% |
| All | +639.5% | +134.1% | +505.3% | +460.1% |
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