+132.3%
CMS vs ARMK
+131.1%
+1.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | +7.1% | -0.4% | +7.4% | +7.0% |
| 3M | -1.3% | -2.0% | +0.7% | -1.2% |
| 6M | -2.7% | +22.0% | -24.6% | -5.0% |
| YTD | +2.6% | +49.6% | -47.0% | -2.3% |
| 1Y | -2.0% | +46.4% | -48.4% | -6.5% |
| 3Y | +39.6% | +103.2% | -63.6% | +27.5% |
| 5Y | +35.3% | +108.1% | -72.8% | +22.3% |
| 10Y | +132.3% | +129.4% | +2.9% | +116.1% |
| All | +132.3% | +131.1% | +1.2% | +116.1% |
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