+13.1%
CNH vs ARMK
+144.6%
-131.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.5% |
| 7D | +23.3% | -2.4% | +25.7% | +24.6% |
| 30D | +33.5% | 0.0% | +33.4% | +33.1% |
| 3M | +32.7% | +6.7% | +26.1% | +28.1% |
| 6M | +22.2% | +38.8% | -16.6% | +3.1% |
| YTD | +57.7% | +55.2% | +2.5% | +25.6% |
| 1Y | +28.0% | +46.6% | -18.6% | +4.6% |
| 3Y | +11.5% | +112.9% | -101.4% | -26.6% |
| All | +13.1% | +144.6% | -131.5% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling