+249.9%
CP vs ARMK
+299.4%
-49.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.4% |
| 7D | +6.1% | -10.2% | +16.3% | +9.2% |
| 30D | +9.8% | -9.3% | +19.0% | +12.5% |
| 3M | +2.7% | -11.4% | +14.1% | +5.8% |
| 6M | +12.8% | +11.6% | +1.2% | +8.7% |
| YTD | +28.2% | +37.5% | -9.3% | +16.2% |
| 1Y | +34.1% | +34.9% | -0.8% | +22.2% |
| 3Y | +28.9% | +83.4% | -54.6% | +5.9% |
| 5Y | +27.1% | +87.9% | -60.8% | +2.0% |
| 10Y | +264.8% | +117.0% | +147.8% | +168.7% |
| All | +249.9% | +299.4% | -49.5% | +127.1% |
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