+8.9%
CRCL vs ARMK
+46.9%
-38.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.8% |
| 7D | -11.2% | +3.1% | -14.3% | -12.2% |
| 30D | +27.1% | -2.8% | +29.9% | +28.2% |
| 3M | +9.6% | +7.6% | +2.1% | +5.5% |
| 6M | -19.7% | +47.9% | -67.6% | -37.5% |
| YTD | +14.2% | +60.0% | -45.8% | -20.0% |
| 1Y | -32.2% | +52.2% | -84.5% | -49.3% |
| All | +8.9% | +46.9% | -38.0% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling