+175.7%
CNP vs ARMK
+317.2%
-141.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.7% | +0.6% |
| 7D | -4.2% | -2.6% | -1.6% | -3.5% |
| 30D | +5.5% | -5.2% | +10.7% | +6.9% |
| 3M | +0.6% | -6.5% | +7.1% | +2.0% |
| 6M | -2.8% | +15.3% | -18.1% | -7.0% |
| YTD | +7.9% | +43.6% | -35.7% | -3.1% |
| 1Y | +6.7% | +42.1% | -35.4% | -4.0% |
| 3Y | +61.1% | +94.0% | -32.9% | +30.1% |
| 5Y | +73.0% | +96.3% | -23.3% | +36.1% |
| 10Y | +141.9% | +126.7% | +15.2% | +73.5% |
| All | +175.7% | +317.2% | -141.5% | +83.9% |
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