+33.0%
CP vs ARMK
+44.7%
-11.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | +11.0% | -1.3% | +12.4% | +11.1% |
| 3M | +3.8% | -2.5% | +6.3% | +4.1% |
| 6M | +9.5% | +20.8% | -11.3% | +2.8% |
| YTD | +28.2% | +48.2% | -20.0% | +14.8% |
| 1Y | +33.0% | +45.7% | -12.8% | +19.4% |
| All | +33.0% | +44.7% | -11.8% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling