-39.3%
CLS vs ARMK
+40.7%
-80.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | -1.1% |
| 7D | -22.2% | -2.6% | -19.5% | -21.3% |
| 30D | -44.4% | -5.2% | -39.2% | -43.2% |
| 3M | -34.3% | -6.5% | -27.8% | -32.6% |
| 6M | -50.1% | +15.3% | -65.3% | -49.8% |
| YTD | -30.1% | +43.6% | -73.7% | -23.7% |
| 1Y | -39.3% | +42.1% | -81.4% | -34.0% |
| All | -39.3% | +40.7% | -80.0% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling