+501.3%
CMI vs ARMK
+350.8%
+150.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | -0.7% | -2.4% | +1.7% | 0.0% |
| 30D | -13.4% | 0.0% | -13.5% | -13.6% |
| 3M | -17.0% | +6.7% | -23.7% | -18.8% |
| 6M | -1.6% | +38.8% | -40.5% | -11.2% |
| YTD | +11.0% | +55.2% | -44.2% | -3.3% |
| 1Y | +41.9% | +46.6% | -4.7% | +25.6% |
| 3Y | +151.8% | +112.9% | +38.9% | +96.6% |
| 5Y | +163.6% | +144.0% | +19.6% | +95.6% |
| 10Y | +472.9% | +132.4% | +340.5% | +326.4% |
| All | +501.3% | +350.8% | +150.5% | +293.2% |
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