+218.9%
CTVA vs ARMK
+173.2%
+45.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.7% | -0.9% | -3.8% | -4.4% |
| 30D | +11.1% | -5.9% | +17.0% | +13.1% |
| 3M | +13.7% | +6.7% | +7.0% | +11.1% |
| 6M | +11.2% | +42.5% | -31.3% | -1.3% |
| YTD | +26.9% | +55.1% | -28.2% | +9.4% |
| 1Y | +18.8% | +50.3% | -31.5% | +3.4% |
| 3Y | +75.9% | +122.2% | -46.2% | +33.2% |
| 5Y | +105.2% | +155.2% | -49.9% | +45.5% |
| All | +218.9% | +173.2% | +45.7% | +121.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling