+384.9%
CMI vs ARMK
+328.3%
+56.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.5% | +2.7% | -2.2% | -0.3% |
| 30D | -14.0% | -1.5% | -12.5% | -13.6% |
| 3M | -28.1% | -11.6% | -16.6% | -25.4% |
| 6M | -35.8% | +6.7% | -42.6% | -37.2% |
| YTD | -10.5% | +47.4% | -57.9% | -20.8% |
| 1Y | -1.9% | +41.5% | -43.3% | -12.1% |
| 3Y | +121.0% | +95.5% | +25.5% | +77.2% |
| 5Y | +114.6% | +108.4% | +6.2% | +66.7% |
| 10Y | +325.5% | +132.3% | +193.2% | +216.2% |
| All | +384.9% | +328.3% | +56.6% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling