+140.6%
CNP vs ARMK
+131.1%
+9.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.5% | +7.1% | -4.7% | +0.6% |
| 30D | +4.0% | -1.6% | +5.7% | +4.3% |
| 3M | +1.6% | -10.5% | +12.2% | +4.4% |
| 6M | -1.7% | +11.8% | -13.5% | -5.1% |
| YTD | +8.6% | +47.3% | -38.6% | -3.2% |
| 1Y | +5.8% | +41.5% | -35.7% | -4.7% |
| 3Y | +63.0% | +95.3% | -32.3% | +31.1% |
| 5Y | +74.7% | +108.1% | -33.5% | +34.6% |
| All | +140.6% | +131.1% | +9.4% | +77.1% |
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