+315.5%
CF vs ARMK
+350.8%
-35.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.9% |
| 7D | +6.0% | -2.4% | +8.4% | +6.8% |
| 30D | +14.8% | 0.0% | +14.8% | +14.4% |
| 3M | +14.1% | +6.7% | +7.4% | +11.0% |
| 6M | +28.5% | +38.8% | -10.3% | +13.2% |
| YTD | +74.9% | +55.2% | +19.8% | +47.8% |
| 1Y | +61.7% | +46.6% | +15.1% | +39.1% |
| 3Y | +80.3% | +112.9% | -32.6% | +31.6% |
| 5Y | +226.0% | +144.0% | +82.0% | +118.8% |
| 10Y | +569.9% | +132.4% | +437.4% | +325.7% |
| All | +315.5% | +350.8% | -35.4% | +135.9% |
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