+63.5%
CHRW vs ARMK
+91.9%
-28.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.8% | -3.0% |
| 7D | +0.6% | -2.6% | +3.2% | +1.0% |
| 30D | -7.3% | -5.2% | -2.1% | -6.6% |
| 3M | -14.2% | -6.5% | -7.7% | -13.4% |
| 6M | -25.1% | +15.3% | -40.3% | -27.0% |
| YTD | -21.2% | +43.6% | -64.8% | -25.3% |
| 1Y | -14.2% | +42.1% | -56.2% | -18.5% |
| 3Y | +63.5% | +94.0% | -30.5% | +62.4% |
| All | +63.5% | +91.9% | -28.4% | +62.4% |
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