+60.3%
CG vs ARMK
+120.0%
-59.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | -4.3% | -2.4% | -1.9% | -3.2% |
| 30D | -5.1% | 0.0% | -5.1% | -5.3% |
| 3M | +8.7% | +6.7% | +2.0% | +4.8% |
| 6M | -9.2% | +38.8% | -48.0% | -24.1% |
| YTD | -18.9% | +55.2% | -74.0% | -36.7% |
| 1Y | -25.6% | +46.6% | -72.2% | -40.0% |
| All | +60.3% | +120.0% | -59.7% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling