+237.0%
CFG vs ARMK
+131.1%
+105.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.2% | +0.6% |
| 7D | +0.3% | +0.9% | -0.7% | -0.5% |
| 30D | +3.2% | -0.4% | +3.6% | +2.9% |
| 3M | -9.7% | -2.0% | -7.7% | -9.5% |
| 6M | +3.6% | +22.0% | -18.3% | -8.9% |
| YTD | +14.7% | +49.6% | -34.9% | -10.7% |
| 1Y | +29.6% | +46.4% | -16.8% | +2.0% |
| 3Y | +190.6% | +103.2% | +87.3% | +84.7% |
| 5Y | +67.1% | +108.1% | -41.1% | +2.2% |
| 10Y | +237.0% | +129.4% | +107.6% | +81.4% |
| All | +237.0% | +131.1% | +105.9% | +81.4% |
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