+345.7%
COPX vs ARMK
+350.8%
-5.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | -4.0% | -2.4% | -1.6% | -3.2% |
| 30D | +4.5% | 0.0% | +4.5% | +4.3% |
| 3M | +0.8% | +6.7% | -5.8% | -1.7% |
| 6M | +3.2% | +38.8% | -35.6% | -8.4% |
| YTD | +26.7% | +55.2% | -28.5% | +8.0% |
| 1Y | +85.7% | +46.6% | +39.1% | +61.0% |
| 3Y | +151.2% | +112.9% | +38.3% | +88.4% |
| 5Y | +170.0% | +144.0% | +26.0% | +89.7% |
| 10Y | +572.9% | +132.4% | +440.5% | +370.6% |
| All | +345.7% | +350.8% | -5.1% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling