-63.3%
CLSK vs ARMK
+166.9%
-230.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.5% |
| 7D | +1.7% | -0.9% | +2.7% | +2.1% |
| 30D | +11.1% | -5.9% | +17.1% | +13.5% |
| 3M | -14.1% | +6.7% | -20.8% | -16.2% |
| 6M | +32.9% | +42.5% | -9.6% | +17.1% |
| YTD | +26.5% | +55.1% | -28.6% | +7.9% |
| 1Y | +27.6% | +50.3% | -22.7% | +10.1% |
| 3Y | +190.9% | +122.2% | +68.7% | +124.2% |
| 5Y | -0.4% | +155.2% | -155.6% | -23.5% |
| All | -63.3% | +166.9% | -230.2% | -77.5% |
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