-2.5%
CLX vs ARMK
+136.6%
-139.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.6% |
| 7D | -3.5% | +1.7% | -5.2% | -3.6% |
| 30D | -11.9% | +3.1% | -15.0% | -11.9% |
| 3M | -2.6% | +9.2% | -11.8% | -2.7% |
| 6M | -18.2% | +43.7% | -61.8% | -18.5% |
| YTD | -5.9% | +57.4% | -63.3% | -6.4% |
| 1Y | -23.8% | +51.9% | -75.7% | -24.2% |
| 3Y | -33.6% | +125.4% | -159.0% | -33.6% |
| 5Y | -35.7% | +149.1% | -184.8% | -35.2% |
| 10Y | -2.5% | +135.4% | -138.0% | +3.0% |
| All | -2.5% | +136.6% | -139.1% | +3.0% |
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