-48.0%
CLF vs ARMK
+299.4%
-347.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.9% | -8.3% | -10.2% |
| 7D | -21.0% | -10.2% | -10.8% | -16.2% |
| 30D | -8.0% | -9.3% | +1.3% | -3.0% |
| 3M | -10.9% | -11.4% | +0.5% | -5.4% |
| 6M | +5.8% | +11.6% | -5.8% | -0.6% |
| YTD | -15.1% | +37.5% | -52.6% | -28.5% |
| 1Y | +7.2% | +34.9% | -27.7% | -8.9% |
| 3Y | -34.2% | +83.4% | -117.6% | -53.1% |
| 5Y | -49.6% | +87.9% | -137.5% | -64.8% |
| 10Y | +109.9% | +117.0% | -7.1% | +28.9% |
| All | -48.0% | +299.4% | -347.4% | -68.9% |
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 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