+18.3%
CLX vs ARMK
+121.8%
-103.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | +0.2% |
| 7D | +13.6% | -2.6% | +16.2% | +13.6% |
| 30D | +23.4% | -5.2% | +28.6% | +23.4% |
| 3M | -2.8% | -6.5% | +3.7% | -2.8% |
| 6M | +14.0% | +15.3% | -1.3% | +13.8% |
| YTD | +4.2% | +43.6% | -39.4% | +3.9% |
| 1Y | -1.2% | +42.1% | -43.2% | -1.5% |
| 3Y | -12.7% | +94.0% | -106.7% | -12.6% |
| 5Y | -26.5% | +96.3% | -122.7% | -26.4% |
| All | +18.3% | +121.8% | -103.5% | +21.9% |
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