+387.2%
CRM vs ARMK
+351.9%
+35.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | +23.6% | +2.4% | +21.3% | +22.4% |
| 3M | +39.6% | +6.1% | +33.6% | +36.5% |
| 6M | +23.4% | +41.8% | -18.3% | +9.5% |
| YTD | -7.4% | +55.5% | -62.9% | -20.5% |
| 1Y | -2.3% | +49.6% | -51.9% | -15.2% |
| 3Y | +10.5% | +122.8% | -112.3% | -16.4% |
| 5Y | -4.7% | +151.0% | -155.7% | -30.8% |
| 10Y | +234.7% | +137.9% | +96.8% | +140.7% |
| All | +387.2% | +351.9% | +35.3% | +195.8% |
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 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