+69.5%
CLX vs ARMK
+327.1%
-257.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +7.8% | +2.8% | +5.0% | +7.7% |
| 30D | +28.5% | -1.8% | +30.3% | +28.5% |
| 3M | +1.3% | -10.9% | +12.2% | +1.6% |
| 6M | +23.4% | +21.2% | +2.1% | +22.7% |
| YTD | +11.4% | +47.0% | -35.6% | +10.3% |
| 1Y | +6.9% | +42.9% | -36.0% | +6.0% |
| 3Y | -9.8% | +95.0% | -104.8% | -10.8% |
| 5Y | -22.7% | +106.2% | -128.9% | -23.6% |
| 10Y | +28.7% | +131.6% | -102.9% | +30.1% |
| All | +69.5% | +327.1% | -257.6% | +59.7% |
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