+1,989.8%
CLS vs ARMK
+317.2%
+1,672.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | -1.4% |
| 7D | -22.2% | -2.6% | -19.5% | -21.1% |
| 30D | -44.4% | -5.2% | -39.2% | -42.9% |
| 3M | -34.3% | -6.5% | -27.8% | -32.3% |
| 6M | -50.1% | +15.3% | -65.3% | -53.1% |
| YTD | -30.1% | +43.6% | -73.7% | -40.3% |
| 1Y | -39.3% | +42.1% | -81.4% | -48.2% |
| 3Y | +732.7% | +94.0% | +638.7% | +513.6% |
| 5Y | +1,777.2% | +96.3% | +1,681.0% | +1,256.7% |
| 10Y | +1,645.6% | +126.7% | +1,518.9% | +1,004.1% |
| All | +1,989.8% | +317.2% | +1,672.6% | +1,175.1% |
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