-21.5%
CG vs ARMK
+106.7%
-128.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.2% | +2.7% | -2.5% | -1.3% |
| 30D | +11.2% | -1.5% | +12.7% | +11.5% |
| 3M | -22.1% | -11.6% | -10.5% | -16.6% |
| 6M | -17.9% | +6.7% | -24.7% | -22.4% |
| YTD | -31.3% | +47.4% | -78.7% | -48.3% |
| 1Y | -24.0% | +41.5% | -65.4% | -41.2% |
| 3Y | +45.0% | +95.5% | -50.6% | -12.9% |
| All | -21.5% | +106.7% | -128.1% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling