+74.5%
CLSK vs ARMK
+96.6%
-22.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | +8.0% | +2.7% | +5.3% | +6.0% |
| 30D | -27.9% | -1.5% | -26.4% | -26.2% |
| 3M | -42.3% | -11.6% | -30.7% | -36.4% |
| 6M | -50.0% | +6.7% | -56.7% | -52.1% |
| YTD | -34.3% | +47.4% | -81.7% | -51.1% |
| 1Y | -44.5% | +41.5% | -86.0% | -57.5% |
| 3Y | +74.5% | +95.5% | -21.0% | +2.2% |
| All | +74.5% | +96.6% | -22.1% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling