-63.6%
CLSK vs ARMK
+167.0%
-230.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | +8.8% | -2.4% | +11.2% | +9.8% |
| 30D | -6.0% | 0.0% | -6.0% | -6.2% |
| 3M | -24.4% | +6.7% | -31.0% | -26.3% |
| 6M | +19.0% | +38.8% | -19.8% | +5.8% |
| YTD | +25.4% | +55.2% | -29.8% | +6.9% |
| 1Y | +39.8% | +46.6% | -6.9% | +21.5% |
| 3Y | +177.7% | +112.9% | +64.8% | +116.5% |
| 5Y | -11.0% | +144.0% | -155.0% | -31.4% |
| All | -63.6% | +167.0% | -230.6% | -77.7% |
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