+162.3%
CVE vs ARMK
+131.6%
+30.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +2.5% | -2.4% | +4.9% | +3.6% |
| 30D | +16.7% | 0.0% | +16.7% | +16.3% |
| 3M | +9.3% | +6.7% | +2.6% | +5.4% |
| 6M | +43.6% | +38.8% | +4.8% | +20.9% |
| YTD | +93.6% | +55.2% | +38.4% | +53.8% |
| 1Y | +98.8% | +46.6% | +52.1% | +61.8% |
| 3Y | +73.6% | +112.9% | -39.3% | +13.1% |
| 5Y | +312.5% | +144.0% | +168.5% | +140.1% |
| All | +162.3% | +131.6% | +30.7% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling