+852.2%
CRS vs ARMK
+106.4%
+745.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.1% |
| 7D | +0.2% | -0.7% | +0.9% | +0.6% |
| 30D | -22.9% | -1.3% | -21.6% | -21.8% |
| 3M | -46.8% | -2.5% | -44.4% | -46.1% |
| 6M | -30.4% | +20.8% | -51.2% | -37.2% |
| YTD | -5.4% | +48.2% | -53.5% | -23.6% |
| 1Y | -9.0% | +45.7% | -54.7% | -26.1% |
| 3Y | +352.2% | +96.6% | +255.6% | +200.6% |
| 5Y | +852.2% | +106.6% | +745.7% | +473.5% |
| All | +852.2% | +106.4% | +745.8% | +473.5% |
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