+144.0%
CNP vs ARMK
+130.7%
+13.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -0.1% | +2.8% | -2.9% | -0.9% |
| 30D | +5.0% | -1.8% | +6.8% | +5.4% |
| 3M | +2.7% | -10.9% | +13.5% | +5.6% |
| 6M | -1.9% | +21.2% | -23.1% | -7.4% |
| YTD | +8.8% | +47.0% | -38.2% | -3.0% |
| 1Y | +5.6% | +42.9% | -37.2% | -5.2% |
| 3Y | +63.2% | +95.0% | -31.8% | +31.3% |
| 5Y | +73.8% | +106.2% | -32.5% | +34.3% |
| 10Y | +144.0% | +131.6% | +12.4% | +79.8% |
| All | +144.0% | +130.7% | +13.3% | +79.8% |
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