-25.4%
CLF vs ARMK
+101.3%
-126.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.2% | +2.8% | +4.8% |
| 7D | -14.1% | +0.9% | -15.0% | -14.2% |
| 30D | -5.5% | -0.4% | -5.2% | -5.1% |
| 3M | 0.0% | -2.0% | +2.0% | +0.8% |
| 6M | +11.3% | +22.0% | -10.7% | 0.0% |
| YTD | -7.7% | +49.6% | -57.3% | -25.4% |
| 1Y | +17.5% | +46.4% | -28.8% | -4.2% |
| 3Y | -25.4% | +103.2% | -128.6% | -48.9% |
| All | -25.4% | +101.3% | -126.7% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling