+121.7%
CMS vs ARMK
+123.7%
-2.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.6% | -2.6% |
| 7D | -1.3% | -2.6% | +1.3% | -1.1% |
| 30D | +6.3% | -5.2% | +11.5% | +6.8% |
| 3M | -2.1% | -6.5% | +4.5% | -1.5% |
| 6M | -5.1% | +15.3% | -20.4% | -6.8% |
| YTD | +1.3% | +43.6% | -42.3% | -3.1% |
| 1Y | -1.4% | +42.1% | -43.4% | -5.6% |
| 3Y | +36.9% | +94.0% | -57.1% | +25.7% |
| 5Y | +32.5% | +96.3% | -63.7% | +20.5% |
| All | +121.7% | +123.7% | -2.0% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling