-63.2%
CSGP vs ARMK
+96.3%
-159.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.5% | -9.1% | -6.3% |
| 7D | +1.3% | -2.6% | +3.9% | +2.0% |
| 30D | +10.7% | -5.2% | +15.9% | +12.1% |
| 3M | +3.3% | -6.5% | +9.8% | +4.9% |
| 6M | -10.3% | +15.3% | -25.6% | -17.0% |
| YTD | -54.6% | +43.6% | -98.2% | -61.9% |
| 1Y | -54.6% | +42.1% | -96.7% | -61.8% |
| 3Y | -60.3% | +94.0% | -154.3% | -72.2% |
| All | -63.2% | +96.3% | -159.5% | -75.7% |
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 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