+186.2%
CG vs ARMK
+350.8%
-164.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 6M | -9.2% | +38.8% | -48.0% | -22.8% |
| YTD | -18.9% | +55.2% | -74.0% | -34.9% |
| 1Y | -25.6% | +46.6% | -72.2% | -38.7% |
| 3Y | +57.3% | +112.9% | -55.6% | +7.9% |
| 5Y | +10.2% | +144.0% | -133.8% | -28.9% |
| 10Y | +364.2% | +132.4% | +231.8% | +169.2% |
| All | +186.2% | +350.8% | -164.6% | +43.1% |
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