+220.7%
CF vs ARMK
+144.6%
+76.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -3.1% |
| 7D | +6.0% | -2.4% | +8.4% | +6.5% |
| 30D | +14.8% | 0.0% | +14.8% | +14.6% |
| 3M | +14.1% | +6.7% | +7.4% | +12.2% |
| 6M | +28.5% | +38.8% | -10.3% | +18.5% |
| YTD | +74.9% | +55.2% | +19.8% | +56.6% |
| 1Y | +61.7% | +46.6% | +15.1% | +46.7% |
| 3Y | +80.3% | +112.9% | -32.6% | +44.5% |
| All | +220.7% | +144.6% | +76.1% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling