+64.8%
CF vs ARMK
+100.8%
-36.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.6% |
| 7D | +4.8% | -0.7% | +5.5% | +4.8% |
| 30D | +9.7% | -1.3% | +11.0% | +9.7% |
| 3M | +1.2% | -2.5% | +3.7% | +1.2% |
| 6M | +7.4% | +20.8% | -13.4% | +4.2% |
| YTD | +60.5% | +48.2% | +12.3% | +49.7% |
| 1Y | +50.7% | +45.7% | +5.0% | +41.0% |
| 3Y | +64.8% | +96.6% | -31.8% | +42.9% |
| All | +64.8% | +100.8% | -36.0% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling