+86.6%
CL vs ARMK
+350.8%
-264.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.0% |
| 6M | -5.7% | +38.8% | -44.5% | -9.3% |
| YTD | +14.4% | +55.2% | -40.8% | +8.5% |
| 1Y | +8.7% | +46.6% | -37.9% | +3.7% |
| 3Y | +30.0% | +112.9% | -82.9% | +18.1% |
| 5Y | +28.4% | +144.0% | -115.6% | +13.8% |
| 10Y | +50.1% | +132.4% | -82.3% | +36.0% |
| All | +86.6% | +350.8% | -264.2% | +51.6% |
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