+73.2%
CVE vs ARMK
+114.7%
-41.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +2.5% | -2.4% | +4.9% | +3.0% |
| 30D | +16.7% | 0.0% | +16.7% | +16.6% |
| 3M | +9.3% | +6.7% | +2.6% | +7.5% |
| 6M | +43.6% | +38.8% | +4.8% | +31.9% |
| YTD | +93.6% | +55.2% | +38.4% | +72.2% |
| 1Y | +98.8% | +46.6% | +52.1% | +79.5% |
| All | +73.2% | +114.7% | -41.5% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling