+362.4%
CFG vs ARMK
+233.0%
+129.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +1.5% | -2.4% | +3.9% | +2.9% |
| 30D | -3.8% | 0.0% | -3.9% | -4.1% |
| 3M | +11.5% | +6.7% | +4.8% | +7.0% |
| 6M | +19.2% | +38.8% | -19.6% | -2.1% |
| YTD | +23.7% | +55.2% | -31.5% | -4.9% |
| 1Y | +38.8% | +46.6% | -7.8% | +10.1% |
| 3Y | +178.9% | +112.9% | +66.0% | +74.7% |
| 5Y | +101.8% | +144.0% | -42.2% | +13.6% |
| 10Y | +317.3% | +132.4% | +184.8% | +120.8% |
| All | +362.4% | +233.0% | +129.4% | +117.8% |
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