-0.6%
CMS vs ARMK
+40.7%
-41.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -1.5% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | +7.2% | -5.2% | +12.4% | +7.4% |
| 3M | -1.3% | -6.5% | +5.3% | -0.9% |
| 6M | -4.3% | +15.3% | -19.6% | -5.4% |
| YTD | +2.1% | +43.6% | -41.5% | -0.1% |
| 1Y | -0.6% | +42.1% | -42.6% | -2.6% |
| All | -0.6% | +40.7% | -41.3% | -2.6% |
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