-20.1%
CPB vs ARMK
+350.8%
-371.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.4% |
| 7D | -8.6% | -2.4% | -6.2% | -8.5% |
| 30D | -7.2% | 0.0% | -7.3% | -7.3% |
| 3M | +0.9% | +6.7% | -5.8% | +0.7% |
| 6M | -11.8% | +38.8% | -50.6% | -12.6% |
| YTD | -19.4% | +55.2% | -74.6% | -20.4% |
| 1Y | -30.4% | +46.6% | -77.0% | -31.1% |
| 3Y | -40.2% | +112.9% | -153.0% | -41.3% |
| 5Y | -39.5% | +144.0% | -183.5% | -40.8% |
| 10Y | -47.4% | +132.4% | -179.8% | -45.0% |
| All | -20.1% | +350.8% | -371.0% | -21.3% |
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