+272.1%
CNQ vs ARMK
+160.7%
+111.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.3% |
| 7D | +0.1% | +3.1% | -3.0% | -0.6% |
| 30D | +6.2% | -2.8% | +9.0% | +6.9% |
| 3M | +12.4% | +7.6% | +4.8% | +10.1% |
| 6M | +9.0% | +47.9% | -38.9% | -2.3% |
| YTD | +52.2% | +60.0% | -7.8% | +33.0% |
| 1Y | +65.0% | +52.2% | +12.8% | +46.1% |
| 3Y | +78.8% | +131.4% | -52.6% | +34.2% |
| All | +272.1% | +160.7% | +111.4% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling