+73.3%
CSGP vs ARMK
+114.2%
-40.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.6% |
| 7D | +13.9% | -10.2% | +24.1% | +17.0% |
| 30D | +16.0% | -9.3% | +25.3% | +18.6% |
| 3M | +6.1% | -11.4% | +17.5% | +9.0% |
| 6M | -8.2% | +11.6% | -19.8% | -11.9% |
| YTD | -52.3% | +37.5% | -89.8% | -57.0% |
| 1Y | -54.5% | +34.9% | -89.4% | -58.7% |
| 3Y | -58.6% | +83.4% | -142.0% | -66.0% |
| 5Y | -61.5% | +87.9% | -149.4% | -68.9% |
| All | +73.3% | +114.2% | -40.8% | +37.1% |
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