+127.0%
CHRW vs ARMK
+131.1%
-4.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.3% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -9.4% | -0.4% | -9.0% | -9.4% |
| 3M | -13.3% | -2.0% | -11.3% | -13.1% |
| 6M | -24.2% | +22.0% | -46.1% | -26.8% |
| YTD | -18.9% | +49.6% | -68.5% | -24.1% |
| 1Y | -12.4% | +46.4% | -58.7% | -17.7% |
| 3Y | +72.2% | +103.2% | -31.0% | +52.0% |
| 5Y | +53.4% | +108.1% | -54.7% | +33.4% |
| 10Y | +127.0% | +129.4% | -2.5% | +105.9% |
| All | +127.0% | +131.1% | -4.2% | +105.9% |
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