-30.4%
CPRT vs ARMK
+91.9%
-122.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -2.5% |
| 7D | +6.0% | -2.6% | +8.7% | +6.5% |
| 30D | +20.0% | -5.2% | +25.2% | +21.0% |
| 3M | +10.1% | -6.5% | +16.6% | +11.2% |
| 6M | -4.3% | +15.3% | -19.6% | -8.5% |
| YTD | -18.4% | +43.6% | -62.0% | -26.3% |
| 1Y | -20.1% | +42.1% | -62.1% | -27.7% |
| 3Y | -30.4% | +94.0% | -124.4% | -39.8% |
| All | -30.4% | +91.9% | -122.4% | -39.8% |
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