+286.5%
CMS vs ARMK
+350.8%
-64.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | -3.6% | 0.0% | -3.6% | -3.6% |
| 3M | -1.9% | +6.7% | -8.6% | -2.7% |
| 6M | -11.0% | +38.8% | -49.8% | -14.4% |
| YTD | +0.2% | +55.2% | -55.0% | -5.0% |
| 1Y | -1.3% | +46.6% | -47.9% | -5.9% |
| 3Y | +35.9% | +112.9% | -77.0% | +23.2% |
| 5Y | +23.1% | +144.0% | -120.9% | +9.1% |
| 10Y | +117.9% | +132.4% | -14.5% | +97.0% |
| All | +286.5% | +350.8% | -64.3% | +221.7% |
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