+307.7%
ARKK vs CDW
+547.8%
-240.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -0.6% | +9.3% | -10.0% | -5.3% |
| 30D | -11.2% | +14.4% | -25.6% | -18.0% |
| 3M | -9.2% | +21.4% | -30.6% | -19.7% |
| 6M | -3.9% | +72.8% | -76.7% | -32.8% |
| YTD | -2.5% | +28.0% | -30.5% | -22.0% |
| 1Y | -2.7% | +19.3% | -22.1% | -18.6% |
| 3Y | +87.9% | -15.3% | +103.2% | +91.2% |
| 5Y | -35.7% | -3.8% | -31.9% | -39.1% |
| 10Y | +299.2% | +318.5% | -19.3% | +83.4% |
| All | +307.7% | +547.8% | -240.0% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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