+74.7%
CNH vs ARMK
+330.5%
-255.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.4% | -4.0% |
| 7D | +4.5% | -0.7% | +5.2% | +4.9% |
| 30D | +7.6% | -1.3% | +8.9% | +8.0% |
| 3M | +17.0% | -2.5% | +19.5% | +17.6% |
| 6M | +12.9% | +20.8% | -7.9% | +3.0% |
| YTD | +34.3% | +48.2% | -13.9% | +12.0% |
| 1Y | +28.5% | +45.7% | -17.2% | +8.0% |
| 3Y | +31.9% | +96.6% | -64.7% | -4.4% |
| 5Y | -9.6% | +106.6% | -116.2% | -36.9% |
| 10Y | +106.3% | +132.6% | -26.3% | +32.6% |
| All | +74.7% | +330.5% | -255.8% | -2.5% |
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