-5.0%
CMG vs ARMK
+125.3%
-130.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -1.5% | +1.7% | -3.2% | -2.1% |
| 30D | +12.7% | +3.1% | +9.6% | +11.0% |
| 3M | +26.3% | +9.2% | +17.0% | +21.7% |
| 6M | +4.5% | +43.7% | -39.2% | -10.2% |
| YTD | -0.1% | +57.4% | -57.5% | -17.4% |
| 1Y | -6.8% | +51.9% | -58.6% | -21.7% |
| 3Y | -5.0% | +125.4% | -130.4% | -27.4% |
| All | -5.0% | +125.3% | -130.3% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling