+140.2%
CMS vs ARMK
+131.4%
+8.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | +2.7% | -0.9% | +1.4% |
| 30D | +6.2% | -1.5% | +7.7% | +6.2% |
| 3M | +0.6% | -11.6% | +12.2% | +1.9% |
| 6M | -1.8% | +6.7% | -8.5% | -2.7% |
| YTD | +3.8% | +47.4% | -43.6% | -0.9% |
| 1Y | -1.8% | +41.5% | -43.3% | -5.9% |
| 3Y | +39.8% | +95.5% | -55.7% | +28.3% |
| 5Y | +37.1% | +108.4% | -71.3% | +23.9% |
| All | +140.2% | +131.4% | +8.8% | +124.1% |
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 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