+47.8%
COF vs ARMK
+146.8%
-99.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -3.4% | +2.4% | -5.7% | -4.9% |
| 3M | +15.4% | +6.1% | +9.4% | +11.1% |
| 6M | +14.4% | +41.8% | -27.3% | -7.2% |
| YTD | -12.0% | +55.5% | -67.5% | -32.6% |
| 1Y | -3.7% | +49.6% | -53.3% | -24.7% |
| 3Y | +121.1% | +122.8% | -1.7% | +31.7% |
| 5Y | +47.8% | +151.0% | -103.2% | -21.7% |
| All | +47.8% | +146.8% | -99.0% | -21.7% |
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 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