+57.5%
CHRW vs ARMK
+106.7%
-49.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +7.3% | +2.7% | +4.6% | +6.7% |
| 30D | -3.6% | -1.5% | -2.1% | -3.4% |
| 3M | -9.6% | -11.6% | +2.0% | -7.4% |
| 6M | -17.0% | +6.7% | -23.7% | -18.5% |
| YTD | -15.4% | +47.4% | -62.8% | -22.4% |
| 1Y | -10.0% | +41.5% | -51.5% | -16.8% |
| 3Y | +82.2% | +95.5% | -13.4% | +54.2% |
| All | +57.5% | +106.7% | -49.2% | +28.8% |
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