+294.2%
CG vs ARMK
+121.8%
+172.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.1% | -2.7% |
| 7D | -1.2% | -2.6% | +1.4% | -0.1% |
| 30D | +5.0% | -5.2% | +10.2% | +7.2% |
| 3M | -18.2% | -6.5% | -11.7% | -16.3% |
| 6M | -20.7% | +15.3% | -36.0% | -26.9% |
| YTD | -31.4% | +43.6% | -75.0% | -43.4% |
| 1Y | -22.3% | +42.1% | -64.3% | -35.5% |
| 3Y | +50.2% | +94.0% | -43.8% | +6.3% |
| 5Y | -22.1% | +96.3% | -118.3% | -45.3% |
| All | +294.2% | +121.8% | +172.4% | +138.8% |
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 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