+248.9%
CHRW vs ARMK
+350.8%
-101.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.4% |
| 6M | -21.4% | +38.8% | -60.2% | -25.7% |
| YTD | -7.1% | +55.2% | -62.3% | -13.7% |
| 1Y | +17.8% | +46.6% | -28.8% | +10.3% |
| 3Y | +78.8% | +112.9% | -34.1% | +55.9% |
| 5Y | +83.5% | +144.0% | -60.4% | +55.1% |
| 10Y | +160.2% | +132.4% | +27.8% | +127.0% |
| All | +248.9% | +350.8% | -101.9% | +183.7% |
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