-10.7%
CMG vs ARMK
+47.4%
-58.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | -2.8% | -2.4% | -0.4% | -1.8% |
| 30D | +7.1% | 0.0% | +7.1% | +6.8% |
| 3M | +31.2% | +6.7% | +24.5% | +27.1% |
| 6M | +0.7% | +38.8% | -38.1% | -15.1% |
| YTD | -0.1% | +55.2% | -55.3% | -22.0% |
| 1Y | -10.7% | +46.6% | -57.4% | -27.0% |
| All | -10.7% | +47.4% | -58.1% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling