+82.0%
CSGP vs ARMK
+299.4%
-217.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.5% |
| 7D | +13.9% | -10.2% | +24.1% | +17.3% |
| 30D | +16.0% | -9.3% | +25.3% | +18.8% |
| 3M | +6.1% | -11.4% | +17.5% | +9.2% |
| 6M | -8.2% | +11.6% | -19.8% | -12.2% |
| YTD | -52.3% | +37.5% | -89.8% | -57.3% |
| 1Y | -54.5% | +34.9% | -89.4% | -59.0% |
| 3Y | -58.6% | +83.4% | -142.0% | -66.5% |
| 5Y | -61.5% | +87.9% | -149.4% | -69.4% |
| 10Y | +74.7% | +117.0% | -42.3% | +28.0% |
| All | +82.0% | +299.4% | -217.4% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling