-69.0%
CPNG vs ARMK
+102.2%
-171.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -7.4% | -2.4% | -5.0% | -6.3% |
| 30D | -4.4% | 0.0% | -4.5% | -4.7% |
| 3M | -7.5% | +6.7% | -14.2% | -10.8% |
| 6M | -19.9% | +38.8% | -58.8% | -32.9% |
| YTD | -35.2% | +55.2% | -90.4% | -49.0% |
| 1Y | -46.8% | +46.6% | -93.4% | -57.1% |
| 3Y | -20.2% | +112.9% | -133.1% | -51.0% |
| 5Y | -48.4% | +144.0% | -192.4% | -71.3% |
| All | -69.0% | +102.2% | -171.2% | -82.7% |
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