+1,339.5%
CRS vs ARMK
+138.5%
+1,200.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.1% |
| 7D | -4.1% | -0.9% | -3.2% | -3.7% |
| 30D | -16.6% | -5.9% | -10.6% | -13.8% |
| 3M | -14.3% | +6.7% | -21.0% | -17.8% |
| 6M | +11.6% | +42.5% | -31.0% | -8.8% |
| YTD | +42.6% | +55.1% | -12.5% | +10.6% |
| 1Y | +81.8% | +50.3% | +31.5% | +43.1% |
| 3Y | +632.1% | +122.2% | +509.9% | +351.7% |
| 5Y | +1,401.6% | +155.2% | +1,246.5% | +740.1% |
| All | +1,339.5% | +138.5% | +1,200.9% | +812.1% |
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