+28.9%
CVE vs ARMK
+299.4%
-270.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -1.0% |
| 7D | -14.1% | -10.2% | -3.9% | -9.8% |
| 30D | -11.6% | -9.3% | -2.3% | -7.8% |
| 3M | 0.0% | -11.4% | +11.4% | +5.1% |
| 6M | -8.4% | +11.6% | -20.0% | -13.9% |
| YTD | +65.9% | +37.5% | +28.4% | +40.3% |
| 1Y | +69.4% | +34.9% | +34.5% | +44.2% |
| 3Y | +55.9% | +83.4% | -27.5% | +11.1% |
| 5Y | +146.2% | +87.9% | +58.3% | +67.1% |
| 10Y | +140.6% | +117.0% | +23.6% | +54.4% |
| All | +28.9% | +299.4% | -270.4% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling