+394.2%
CNC vs ARMK
+350.8%
+43.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +3.5% | -2.4% | +5.9% | +4.2% |
| 30D | +0.1% | 0.0% | +0.1% | -0.1% |
| 3M | +6.9% | +6.7% | +0.3% | +4.8% |
| 6M | +49.0% | +38.8% | +10.2% | +35.8% |
| YTD | +62.9% | +55.2% | +7.7% | +44.1% |
| 1Y | +134.0% | +46.6% | +87.4% | +109.9% |
| 3Y | +9.4% | +112.9% | -103.5% | -13.1% |
| 5Y | +4.1% | +144.0% | -139.8% | -22.2% |
| 10Y | +95.4% | +132.4% | -37.0% | +44.2% |
| All | +394.2% | +350.8% | +43.4% | +196.4% |
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