-8.6%
COF vs ARMK
+41.8%
-50.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -3.4% | +2.7% | -6.0% | -4.2% |
| 30D | +0.4% | -1.5% | +1.9% | +0.8% |
| 3M | -12.5% | -11.6% | -1.0% | -8.9% |
| 6M | +8.3% | +6.7% | +1.6% | +4.8% |
| YTD | -18.6% | +47.4% | -66.0% | -32.9% |
| 1Y | -8.6% | +41.5% | -50.1% | -22.7% |
| All | -8.6% | +41.8% | -50.4% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling