-5.7%
CMG vs ARMK
+146.8%
-152.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.0% |
| 7D | -6.5% | +0.3% | -6.8% | -6.6% |
| 30D | +12.1% | +2.4% | +9.7% | +10.5% |
| 3M | +20.6% | +6.1% | +14.5% | +17.2% |
| 6M | +2.1% | +41.8% | -39.7% | -13.4% |
| YTD | -2.6% | +55.5% | -58.2% | -21.0% |
| 1Y | -8.7% | +49.6% | -58.3% | -24.6% |
| 3Y | -7.4% | +122.8% | -130.2% | -37.7% |
| 5Y | -5.7% | +151.0% | -156.7% | -41.5% |
| All | -5.7% | +146.8% | -152.5% | -41.5% |
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