+471.5%
CF vs ARMK
+131.4%
+340.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.8% | +2.7% | +2.1% | +3.8% |
| 30D | +4.7% | -1.5% | +6.2% | +4.8% |
| 3M | +7.4% | -11.6% | +19.0% | +11.3% |
| 6M | +0.6% | +6.7% | -6.1% | -2.8% |
| YTD | +64.1% | +47.4% | +16.7% | +40.0% |
| 1Y | +51.4% | +41.5% | +9.9% | +31.0% |
| 3Y | +67.8% | +95.5% | -27.7% | +25.2% |
| 5Y | +114.1% | +108.4% | +5.7% | +50.8% |
| All | +471.5% | +131.4% | +340.1% | +283.5% |
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