+71.5%
COPX vs ARMK
+54.5%
+17.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -1.2% |
| 7D | -2.3% | +3.1% | -5.5% | -3.5% |
| 30D | +0.3% | -2.8% | +3.1% | +1.2% |
| 3M | +6.8% | +7.6% | -0.8% | +3.3% |
| 6M | +7.9% | +47.9% | -39.9% | -9.4% |
| YTD | +23.7% | +60.0% | -36.3% | +2.9% |
| 1Y | +71.5% | +52.2% | +19.3% | +45.7% |
| All | +71.5% | +54.5% | +17.0% | +45.7% |
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