+88.3%
CNC vs ARMK
+139.2%
-50.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -3.8% | +2.4% | -6.1% | -4.5% |
| 3M | -3.2% | +6.1% | -9.3% | -4.8% |
| 6M | +47.9% | +41.8% | +6.1% | +35.2% |
| YTD | +55.7% | +55.5% | +0.1% | +39.1% |
| 1Y | +106.2% | +49.6% | +56.7% | +85.8% |
| 3Y | -2.1% | +122.8% | -124.8% | -21.4% |
| 5Y | +3.4% | +151.0% | -147.6% | -21.2% |
| All | +88.3% | +139.2% | -50.9% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling