+599.8%
CSX vs ARMK
+315.5%
+284.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +4.0% |
| 7D | +0.1% | -5.8% | +5.9% | +2.0% |
| 30D | +9.7% | -5.3% | +15.0% | +11.3% |
| 3M | +2.3% | -6.7% | +9.0% | +4.0% |
| 6M | +17.1% | +17.4% | -0.3% | +10.1% |
| YTD | +44.9% | +43.0% | +1.9% | +27.5% |
| 1Y | +47.1% | +40.3% | +6.8% | +30.1% |
| 3Y | +78.6% | +90.8% | -12.3% | +40.0% |
| 5Y | +57.2% | +102.2% | -45.0% | +18.5% |
| 10Y | +479.2% | +125.8% | +353.4% | +299.0% |
| All | +599.8% | +315.5% | +284.3% | +320.0% |
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 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