+299.1%
CMS vs ARMK
+299.4%
-0.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | 0.0% |
| 7D | +1.7% | -10.2% | +11.9% | +2.9% |
| 30D | +8.6% | -9.3% | +17.9% | +9.7% |
| 3M | -0.5% | -11.4% | +10.9% | +0.7% |
| 6M | -4.2% | +11.6% | -15.8% | -5.6% |
| YTD | +3.4% | +37.5% | -34.0% | -0.7% |
| 1Y | +0.4% | +34.9% | -34.5% | -3.4% |
| 3Y | +38.2% | +83.4% | -45.2% | +27.4% |
| 5Y | +35.4% | +87.9% | -52.5% | +23.4% |
| 10Y | +131.7% | +117.0% | +14.7% | +110.5% |
| All | +299.1% | +299.4% | -0.3% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling