+425.4%
CNC vs ARMK
+328.3%
+97.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.2% | +2.7% | -0.5% | +1.5% |
| 30D | +1.6% | -1.5% | +3.1% | +1.5% |
| 3M | +7.9% | -11.6% | +19.5% | +10.9% |
| 6M | +21.2% | +6.7% | +14.4% | +18.1% |
| YTD | +73.2% | +47.4% | +25.8% | +54.5% |
| 1Y | +97.5% | +41.5% | +56.0% | +77.9% |
| 3Y | -1.2% | +95.5% | -96.7% | -19.9% |
| 5Y | -6.1% | +108.4% | -114.4% | -26.9% |
| 10Y | +181.3% | +132.3% | +49.0% | +104.2% |
| All | +425.4% | +328.3% | +97.1% | +217.8% |
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 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