+173.1%
COPX vs ARMK
+125.3%
+47.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.6% |
| 7D | +5.8% | +1.7% | +4.1% | +5.1% |
| 30D | +7.2% | +3.1% | +4.1% | +5.7% |
| 3M | +16.5% | +9.2% | +7.3% | +12.2% |
| 6M | +18.4% | +43.7% | -25.2% | +2.2% |
| YTD | +31.9% | +57.4% | -25.5% | +10.0% |
| 1Y | +88.5% | +51.9% | +36.6% | +58.9% |
| 3Y | +173.1% | +125.4% | +47.7% | +98.7% |
| All | +173.1% | +125.3% | +47.8% | +98.7% |
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 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