+139.8%
CNP vs ARMK
+131.1%
+8.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.7% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | +5.7% | -0.4% | +6.1% | +5.7% |
| 3M | +0.9% | -2.0% | +2.9% | +1.1% |
| 6M | -1.1% | +22.0% | -23.0% | -6.8% |
| YTD | +8.3% | +49.6% | -41.3% | -3.9% |
| 1Y | +5.9% | +46.4% | -40.4% | -5.5% |
| 3Y | +64.6% | +103.2% | -38.6% | +30.9% |
| 5Y | +74.6% | +108.1% | -33.5% | +34.6% |
| 10Y | +139.8% | +129.4% | +10.4% | +75.5% |
| All | +139.8% | +131.1% | +8.7% | +75.5% |
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 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