+68.3%
CVX vs ARMK
+101.3%
-32.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.0% | -1.4% |
| 7D | -7.5% | +0.9% | -8.4% | -7.6% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | +14.0% | -2.0% | +15.9% | +14.0% |
| 6M | +18.1% | +22.0% | -3.8% | +13.6% |
| YTD | +42.2% | +49.6% | -7.4% | +30.6% |
| 1Y | +41.3% | +46.4% | -5.0% | +30.3% |
| 3Y | +68.3% | +103.2% | -34.9% | +46.5% |
| All | +68.3% | +101.3% | -32.9% | +46.5% |
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 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