-20.0%
CPNG vs ARMK
+125.3%
-145.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.6% |
| 7D | -6.3% | +1.7% | -8.0% | -6.8% |
| 30D | -8.7% | +3.1% | -11.9% | -9.7% |
| 3M | -2.4% | +9.2% | -11.7% | -5.1% |
| 6M | -22.3% | +43.7% | -66.0% | -30.4% |
| YTD | -37.2% | +57.4% | -94.6% | -45.2% |
| 1Y | -53.0% | +51.9% | -104.8% | -58.7% |
| 3Y | -20.0% | +125.4% | -145.4% | -36.3% |
| All | -20.0% | +125.3% | -145.3% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling