-62.8%
CSGP vs ARMK
+114.7%
-177.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.2% |
| 7D | -4.1% | -2.4% | -1.7% | -3.5% |
| 30D | +2.3% | 0.0% | +2.3% | +2.1% |
| 3M | -8.2% | +6.7% | -14.8% | -10.1% |
| 6M | -35.1% | +38.8% | -73.9% | -41.6% |
| YTD | -54.0% | +55.2% | -109.2% | -60.1% |
| 1Y | -65.3% | +46.6% | -111.9% | -69.4% |
| All | -62.8% | +114.7% | -177.5% | -70.7% |
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