+108.7%
CL vs ARMK
+299.4%
-190.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.4% |
| 7D | +5.9% | -10.2% | +16.1% | +7.1% |
| 30D | +13.8% | -9.3% | +23.0% | +14.8% |
| 3M | +6.4% | -11.4% | +17.8% | +7.6% |
| 6M | +15.6% | +11.6% | +4.0% | +13.8% |
| YTD | +27.9% | +37.5% | -9.6% | +22.8% |
| 1Y | +31.4% | +34.9% | -3.5% | +26.4% |
| 3Y | +41.4% | +83.4% | -42.1% | +30.4% |
| 5Y | +42.8% | +87.9% | -45.1% | +30.2% |
| 10Y | +79.7% | +117.0% | -37.3% | +62.8% |
| All | +108.7% | +299.4% | -190.7% | +71.5% |
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