+120.8%
COF vs ARMK
+121.1%
-0.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.9% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -3.4% | +2.4% | -5.7% | -4.6% |
| 3M | +15.4% | +6.1% | +9.4% | +11.9% |
| 6M | +14.4% | +41.8% | -27.3% | -4.0% |
| YTD | -12.0% | +55.5% | -67.5% | -29.6% |
| 1Y | -3.7% | +49.6% | -53.3% | -21.5% |
| All | +120.8% | +121.1% | -0.3% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling