+169.0%
CNP vs ARMK
+350.8%
-181.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +1.1% | -2.4% | +3.5% | +1.7% |
| 30D | -1.8% | 0.0% | -1.9% | -2.0% |
| 3M | -4.6% | +6.7% | -11.3% | -6.4% |
| 6M | -8.8% | +38.8% | -47.7% | -16.9% |
| YTD | +5.2% | +55.2% | -49.9% | -7.2% |
| 1Y | +8.3% | +46.6% | -38.3% | -3.2% |
| 3Y | +54.9% | +112.9% | -58.0% | +22.0% |
| 5Y | +73.5% | +144.0% | -70.5% | +28.2% |
| 10Y | +139.1% | +132.4% | +6.7% | +70.5% |
| All | +169.0% | +350.8% | -181.9% | +76.1% |
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 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