-80.9%
CLSK vs ARMK
+153.6%
-234.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +8.0% | +2.7% | +5.3% | +7.0% |
| 30D | -27.9% | -1.5% | -26.4% | -27.0% |
| 3M | -42.3% | -11.6% | -30.7% | -39.3% |
| 6M | -50.0% | +6.7% | -56.7% | -50.9% |
| YTD | -34.3% | +47.4% | -81.7% | -42.5% |
| 1Y | -44.5% | +41.5% | -86.0% | -50.8% |
| 3Y | +74.5% | +95.5% | -21.0% | +40.6% |
| 5Y | -69.0% | +108.4% | -177.3% | -75.2% |
| All | -80.9% | +153.6% | -234.6% | -88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling