+648.9%
CRS vs ARMK
+125.3%
+523.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -4.1% |
| 7D | -3.1% | +1.7% | -4.8% | -3.7% |
| 30D | -19.6% | +3.1% | -22.7% | -20.8% |
| 3M | -8.1% | +9.2% | -17.3% | -11.7% |
| 6M | +18.6% | +43.7% | -25.1% | +1.0% |
| YTD | +45.9% | +57.4% | -11.5% | +18.8% |
| 1Y | +82.5% | +51.9% | +30.6% | +50.8% |
| 3Y | +648.9% | +125.4% | +523.5% | +406.8% |
| All | +648.9% | +125.3% | +523.6% | +406.8% |
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