+65.2%
CSGP vs ARMK
+123.7%
-58.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.5% | -9.1% | -5.9% |
| 7D | +1.3% | -2.6% | +3.9% | +1.8% |
| 30D | +10.7% | -5.2% | +15.9% | +11.8% |
| 3M | +3.3% | -6.5% | +9.8% | +4.5% |
| 6M | -10.3% | +15.3% | -25.6% | -14.8% |
| YTD | -54.6% | +43.6% | -98.2% | -59.5% |
| 1Y | -54.6% | +42.1% | -96.7% | -59.5% |
| 3Y | -60.3% | +94.0% | -154.3% | -67.9% |
| 5Y | -63.3% | +96.3% | -159.6% | -70.8% |
| All | +65.2% | +123.7% | -58.5% | +29.0% |
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