+341.4%
CG vs ARMK
+136.6%
+204.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.8% |
| 7D | -1.3% | +1.7% | -3.0% | -2.1% |
| 30D | -3.2% | +3.1% | -6.3% | -4.8% |
| 3M | +6.2% | +9.2% | -3.0% | +1.5% |
| 6M | -4.7% | +43.7% | -48.3% | -20.5% |
| YTD | -20.6% | +57.4% | -78.0% | -37.0% |
| 1Y | -26.4% | +51.9% | -78.2% | -40.5% |
| 3Y | +55.4% | +125.4% | -70.0% | +3.0% |
| 5Y | +9.8% | +149.1% | -139.3% | -30.4% |
| 10Y | +341.4% | +135.4% | +205.9% | +164.3% |
| All | +341.4% | +136.6% | +204.7% | +164.3% |
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