+124.0%
CNH vs ARMK
+131.1%
-7.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +9.1% |
| 7D | +8.6% | +0.9% | +7.6% | +8.2% |
| 30D | +12.6% | -0.4% | +12.9% | +12.4% |
| 3M | +17.5% | -2.0% | +19.5% | +17.9% |
| 6M | +18.1% | +22.0% | -3.9% | +7.2% |
| YTD | +40.4% | +49.6% | -9.2% | +16.5% |
| 1Y | +34.0% | +46.4% | -12.4% | +12.2% |
| 3Y | +35.3% | +103.2% | -67.9% | -3.5% |
| 5Y | -5.1% | +108.1% | -113.2% | -34.1% |
| 10Y | +124.0% | +129.4% | -5.4% | +50.1% |
| All | +124.0% | +131.1% | -7.1% | +50.1% |
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