+69.4%
CVE vs ARMK
+35.1%
+34.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -2.5% |
| 7D | -14.1% | -10.2% | -3.9% | -13.6% |
| 30D | -11.6% | -9.3% | -2.3% | -11.1% |
| 3M | 0.0% | -11.4% | +11.4% | +0.6% |
| 6M | -8.4% | +11.6% | -20.0% | -7.8% |
| YTD | +65.9% | +37.5% | +28.4% | +69.3% |
| 1Y | +69.4% | +34.9% | +34.5% | +73.5% |
| All | +69.4% | +35.1% | +34.3% | +73.5% |
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