+237.6%
CFG vs ARMK
+123.7%
+113.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -3.4% |
| 7D | -0.9% | -2.6% | +1.7% | +0.3% |
| 30D | +1.1% | -5.2% | +6.3% | +3.6% |
| 3M | -12.0% | -6.5% | -5.5% | -9.5% |
| 6M | -2.2% | +15.3% | -17.5% | -11.3% |
| YTD | +11.4% | +43.6% | -32.2% | -11.3% |
| 1Y | +27.8% | +42.1% | -14.2% | +2.4% |
| 3Y | +173.3% | +94.0% | +79.3% | +78.4% |
| 5Y | +62.4% | +96.3% | -33.8% | +2.8% |
| All | +237.6% | +123.7% | +113.9% | +86.2% |
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