+30.0%
CL vs ARMK
+144.6%
-114.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.2% | -2.4% | +0.2% | -1.9% |
| 30D | -4.8% | 0.0% | -4.9% | -4.9% |
| 3M | +4.9% | +6.7% | -1.8% | +3.9% |
| 6M | -5.7% | +38.8% | -44.5% | -9.8% |
| YTD | +14.4% | +55.2% | -40.8% | +7.9% |
| 1Y | +8.7% | +46.6% | -37.9% | +3.2% |
| 3Y | +30.0% | +112.9% | -82.9% | +16.8% |
| All | +30.0% | +144.6% | -114.6% | +14.8% |
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