+518.2%
CEG vs ARMK
+116.7%
+401.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +2.7% |
| 7D | -4.7% | -2.6% | -2.1% | -3.8% |
| 30D | -16.6% | -5.2% | -11.4% | -15.0% |
| 3M | -4.1% | -6.5% | +2.4% | -2.0% |
| 6M | -22.3% | +15.3% | -37.6% | -26.5% |
| YTD | -28.9% | +43.6% | -72.5% | -38.3% |
| 1Y | -28.5% | +42.1% | -70.5% | -37.7% |
| 3Y | +104.3% | +94.0% | +10.3% | +59.9% |
| All | +518.2% | +116.7% | +401.6% | +380.9% |
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