-17.6%
CNH vs ARMK
+106.7%
-124.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +3.0% | +2.7% | +0.4% | +1.9% |
| 30D | -0.6% | -1.5% | +0.9% | -0.2% |
| 3M | +14.6% | -11.6% | +26.2% | +21.1% |
| 6M | +11.8% | +6.7% | +5.0% | +7.1% |
| YTD | +30.4% | +47.4% | -17.0% | +5.4% |
| 1Y | +19.1% | +41.5% | -22.4% | -1.8% |
| 3Y | +30.2% | +95.5% | -65.4% | -12.0% |
| All | -17.6% | +106.7% | -124.3% | -49.0% |
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