+257.6%
CP vs ARMK
+131.1%
+126.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.9% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | +11.3% | -0.4% | +11.7% | +11.1% |
| 3M | +2.9% | -2.0% | +4.8% | +2.9% |
| 6M | +9.8% | +22.0% | -12.2% | +3.4% |
| YTD | +28.5% | +49.6% | -21.1% | +14.5% |
| 1Y | +33.5% | +46.4% | -12.9% | +19.5% |
| 3Y | +31.9% | +103.2% | -71.3% | +6.5% |
| 5Y | +25.5% | +108.1% | -82.6% | -1.0% |
| 10Y | +257.6% | +129.4% | +128.1% | +172.9% |
| All | +257.6% | +131.1% | +126.5% | +172.9% |
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