+318.0%
CORZ vs ARMK
+92.1%
+225.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +26.4% | +7.1% | +19.2% | +21.5% |
| 30D | -6.8% | -1.6% | -5.2% | -5.4% |
| 3M | -31.1% | -10.5% | -20.6% | -26.7% |
| 6M | -36.9% | +11.8% | -48.7% | -40.1% |
| YTD | -1.2% | +47.3% | -48.5% | -18.5% |
| 1Y | -12.5% | +41.5% | -54.0% | -26.5% |
| All | +318.0% | +92.1% | +225.9% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling