+73.2%
CVE vs ARMK
+41.1%
+32.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.2% | -3.5% | -7.4% |
| 7D | -12.1% | -5.8% | -6.3% | -11.9% |
| 30D | -9.8% | -5.3% | -4.5% | -9.5% |
| 3M | -0.7% | -6.7% | +6.0% | -0.4% |
| 6M | -4.3% | +17.4% | -21.7% | -3.9% |
| YTD | +70.6% | +43.0% | +27.6% | +73.5% |
| 1Y | +73.2% | +40.3% | +32.8% | +76.8% |
| All | +73.2% | +41.1% | +32.0% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling