+568.0%
CF vs ARMK
+123.7%
+444.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.8% |
| 7D | -3.2% | -2.6% | -0.5% | -2.4% |
| 30D | +4.3% | -5.2% | +9.5% | +5.8% |
| 3M | +2.8% | -6.5% | +9.3% | +4.3% |
| 6M | +0.6% | +15.3% | -14.6% | -5.5% |
| YTD | +56.6% | +43.6% | +13.0% | +34.9% |
| 1Y | +49.6% | +42.1% | +7.6% | +29.2% |
| 3Y | +61.5% | +94.0% | -32.5% | +20.8% |
| 5Y | +124.0% | +96.3% | +27.7% | +61.4% |
| All | +568.0% | +123.7% | +444.3% | +353.6% |
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