+260.5%
CP vs ARMK
+131.4%
+129.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.1% | +2.7% | -0.5% | +1.4% |
| 30D | +9.3% | -1.5% | +10.8% | +9.4% |
| 3M | +0.5% | -11.6% | +12.0% | +3.4% |
| 6M | +10.4% | +6.7% | +3.7% | +7.9% |
| YTD | +28.7% | +47.4% | -18.7% | +15.0% |
| 1Y | +33.2% | +41.5% | -8.3% | +20.3% |
| 3Y | +38.4% | +95.5% | -57.1% | +12.9% |
| 5Y | +26.2% | +108.4% | -82.2% | -0.5% |
| All | +260.5% | +131.4% | +129.1% | +176.9% |
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