+115.6%
CRBG vs ARMK
+126.8%
-11.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | 0.0% |
| 7D | +0.6% | +3.1% | -2.5% | -0.9% |
| 30D | +2.6% | -2.8% | +5.4% | +3.9% |
| 3M | +24.0% | +7.6% | +16.4% | +19.2% |
| 6M | +50.5% | +47.9% | +2.6% | +23.4% |
| YTD | +17.1% | +60.0% | -42.9% | -7.7% |
| 1Y | +5.9% | +52.2% | -46.4% | -14.6% |
| 3Y | +122.7% | +131.4% | -8.7% | +46.6% |
| All | +115.6% | +126.8% | -11.2% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling