+86.8%
CHRW vs ARMK
+144.6%
-57.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | -3.5% | 0.0% | -3.5% | -3.6% |
| 3M | -19.4% | +6.7% | -26.1% | -20.6% |
| 6M | -21.4% | +38.8% | -60.2% | -26.8% |
| YTD | -7.1% | +55.2% | -62.3% | -15.1% |
| 1Y | +17.8% | +46.6% | -28.8% | +8.7% |
| 3Y | +78.8% | +112.9% | -34.1% | +50.3% |
| All | +86.8% | +144.6% | -57.8% | +50.1% |
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 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