+36.9%
CMS vs ARMK
+91.9%
-55.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.5% | -6.6% | -2.5% |
| 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% | -6.7% |
| YTD | +1.3% | +43.6% | -42.3% | -2.9% |
| 1Y | -1.4% | +42.1% | -43.4% | -5.4% |
| 3Y | +36.9% | +94.0% | -57.1% | +27.3% |
| All | +36.9% | +91.9% | -55.0% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling