+45.5%
CLX vs ARMK
+350.8%
-305.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -9.2% | -2.4% | -6.8% | -9.2% |
| 30D | -11.0% | 0.0% | -11.1% | -11.1% |
| 3M | +5.0% | +6.7% | -1.6% | +4.8% |
| 6M | -18.8% | +38.8% | -57.6% | -19.5% |
| YTD | -4.4% | +55.2% | -59.6% | -5.4% |
| 1Y | -21.9% | +46.6% | -68.5% | -22.6% |
| 3Y | -32.8% | +112.9% | -145.7% | -33.6% |
| 5Y | -34.6% | +144.0% | -178.5% | -35.2% |
| 10Y | -4.7% | +132.4% | -137.1% | -3.0% |
| All | +45.5% | +350.8% | -305.3% | +36.9% |
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 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