+876.9%
CRS vs ARMK
+350.8%
+526.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | -0.2% | -2.4% | +2.2% | +1.0% |
| 30D | -16.6% | 0.0% | -16.7% | -17.0% |
| 3M | -3.5% | +6.7% | -10.1% | -7.3% |
| 6M | +15.4% | +38.8% | -23.4% | -3.9% |
| YTD | +51.2% | +55.2% | -4.0% | +17.9% |
| 1Y | +98.3% | +46.6% | +51.7% | +58.8% |
| 3Y | +651.5% | +112.9% | +538.7% | +380.0% |
| 5Y | +1,411.1% | +144.0% | +1,267.2% | +778.2% |
| 10Y | +1,424.3% | +132.4% | +1,291.9% | +816.3% |
| All | +876.9% | +350.8% | +526.1% | +399.5% |
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 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