+92.2%
CNC vs ARMK
+138.5%
-46.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -3.9% | -0.9% | -2.9% | -3.7% |
| 30D | +0.8% | -5.9% | +6.8% | +2.3% |
| 3M | +0.1% | +6.7% | -6.6% | -1.7% |
| 6M | +79.7% | +42.5% | +37.1% | +63.9% |
| YTD | +58.9% | +55.1% | +3.8% | +42.1% |
| 1Y | +109.1% | +50.3% | +58.8% | +88.2% |
| 3Y | 0.0% | +122.2% | -122.2% | -19.7% |
| 5Y | +9.5% | +155.2% | -145.7% | -16.9% |
| All | +92.2% | +138.5% | -46.3% | +47.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling