+240.4%
COPX vs ARMK
+328.3%
-87.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -2.8% | +2.7% | -5.5% | -3.7% |
| 30D | -14.3% | -1.5% | -12.9% | -13.9% |
| 3M | -19.0% | -11.6% | -7.5% | -15.5% |
| 6M | -24.4% | +6.7% | -31.2% | -26.4% |
| YTD | -3.2% | +47.4% | -50.7% | -16.0% |
| 1Y | +15.2% | +41.5% | -26.3% | +1.3% |
| 3Y | +127.6% | +95.5% | +32.1% | +76.1% |
| 5Y | +106.0% | +108.4% | -2.4% | +53.2% |
| 10Y | +313.7% | +132.3% | +181.5% | +188.8% |
| All | +240.4% | +328.3% | -87.9% | +108.9% |
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