+167.0%
CMI vs ARMK
+146.8%
+20.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | -12.3% | +2.4% | -14.6% | -13.3% |
| 3M | -16.8% | +6.1% | -22.8% | -18.9% |
| 6M | +1.5% | +41.8% | -40.2% | -12.1% |
| YTD | +9.8% | +55.5% | -45.7% | -8.6% |
| 1Y | +42.6% | +49.6% | -7.0% | +20.2% |
| 3Y | +151.0% | +122.8% | +28.2% | +74.1% |
| 5Y | +167.0% | +151.0% | +16.0% | +70.5% |
| All | +167.0% | +146.8% | +20.2% | +70.5% |
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