+0.4%
CMS vs ARMK
+41.1%
-40.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.6% |
| 7D | +4.1% | -5.8% | +9.9% | +4.3% |
| 30D | +10.9% | -5.3% | +16.1% | +11.1% |
| 3M | -0.2% | -6.7% | +6.5% | +0.1% |
| 6M | -4.7% | +17.4% | -22.1% | -6.1% |
| YTD | +3.9% | +43.0% | -39.1% | +1.5% |
| 1Y | +0.4% | +40.3% | -40.0% | -1.8% |
| All | +0.4% | +41.1% | -40.8% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling