+39.9%
CL vs ARMK
+96.3%
-56.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.6% | -2.6% |
| 7D | +1.3% | -2.6% | +4.0% | +1.6% |
| 30D | +11.4% | -5.2% | +16.5% | +11.9% |
| 3M | +4.4% | -6.5% | +10.9% | +5.0% |
| 6M | +10.8% | +15.3% | -4.5% | +8.2% |
| YTD | +25.1% | +43.6% | -18.5% | +18.6% |
| 1Y | +28.0% | +42.1% | -14.1% | +21.4% |
| 3Y | +37.6% | +94.0% | -56.4% | +24.3% |
| All | +39.9% | +96.3% | -56.4% | +27.2% |
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