+193.1%
COPX vs ARMK
+146.8%
+46.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | +6.0% | +0.3% | +5.6% | +5.8% |
| 30D | +6.4% | +2.4% | +4.1% | +5.1% |
| 3M | +19.3% | +6.1% | +13.2% | +16.2% |
| 6M | +16.2% | +41.8% | -25.5% | +0.6% |
| YTD | +33.2% | +55.5% | -22.4% | +11.0% |
| 1Y | +90.2% | +49.6% | +40.6% | +60.6% |
| 3Y | +175.7% | +122.8% | +52.9% | +94.7% |
| 5Y | +193.1% | +151.0% | +42.1% | +93.8% |
| All | +193.1% | +146.8% | +46.3% | +93.8% |
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