+66.0%
CVE vs ARMK
+40.7%
+25.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.0% | -0.9% |
| 7D | -16.1% | -2.6% | -13.5% | -15.9% |
| 30D | -10.4% | -5.2% | -5.2% | -10.1% |
| 3M | -2.4% | -6.5% | +4.1% | -2.1% |
| 6M | -4.4% | +15.3% | -19.7% | -4.1% |
| YTD | +64.9% | +43.6% | +21.4% | +67.5% |
| 1Y | +66.0% | +42.1% | +24.0% | +69.0% |
| All | +66.0% | +40.7% | +25.4% | +69.0% |
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 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