-64.8%
CSGP vs ARMK
+144.6%
-209.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.1% |
| 7D | -4.1% | -2.4% | -1.7% | -3.2% |
| 30D | +2.3% | 0.0% | +2.3% | +2.0% |
| 3M | -8.2% | +6.7% | -14.8% | -10.9% |
| 6M | -35.1% | +38.8% | -73.9% | -43.8% |
| YTD | -54.0% | +55.2% | -109.2% | -62.1% |
| 1Y | -65.3% | +46.6% | -111.9% | -70.7% |
| 3Y | -62.6% | +112.9% | -175.5% | -74.1% |
| All | -64.8% | +144.6% | -209.4% | -77.9% |
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