-1.1%
CMG vs ARMK
+107.8%
-108.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | +8.0% | -0.7% | +8.7% | +8.0% |
| 30D | +13.7% | -1.3% | +15.0% | +13.9% |
| 3M | +11.8% | -2.5% | +14.2% | +12.1% |
| 6M | +10.6% | +20.8% | -10.2% | +0.1% |
| YTD | -2.9% | +48.2% | -51.1% | -20.5% |
| 1Y | +17.8% | +45.7% | -27.9% | -2.8% |
| 3Y | -15.3% | +96.6% | -111.9% | -40.7% |
| All | -1.1% | +107.8% | -108.9% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling