+368.8%
ARKK vs CDW
+475.1%
-106.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | +1.9% | +3.2% | -1.2% | +0.2% |
| 30D | +13.2% | +9.3% | +3.9% | +7.3% |
| 3M | +7.7% | +9.8% | -2.1% | +0.3% |
| 6M | +15.1% | +23.3% | -8.3% | -4.2% |
| YTD | +12.1% | +13.7% | -1.6% | -2.9% |
| 1Y | +14.9% | -6.5% | +21.4% | +12.2% |
| 3Y | +99.3% | -25.2% | +124.5% | +120.8% |
| 5Y | -29.9% | -19.5% | -10.4% | -26.0% |
| 10Y | +351.6% | +285.8% | +65.8% | +121.4% |
| All | +368.8% | +475.1% | -106.3% | +97.6% |
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