+240.0%
COF vs ARMK
+138.5%
+101.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -6.1% | -0.9% | -5.2% | -5.6% |
| 30D | -5.2% | -5.9% | +0.8% | -2.0% |
| 3M | +17.0% | +6.7% | +10.3% | +12.3% |
| 6M | +12.9% | +42.5% | -29.6% | -8.2% |
| YTD | -13.5% | +55.1% | -68.7% | -33.1% |
| 1Y | -5.9% | +50.3% | -56.2% | -26.0% |
| 3Y | +117.1% | +122.2% | -5.1% | +33.7% |
| 5Y | +45.4% | +155.2% | -109.8% | -18.4% |
| All | +240.0% | +138.5% | +101.5% | +91.2% |
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