+308.8%
ARKK vs CF
+494.2%
-185.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.9% |
| 7D | -4.0% | +4.8% | -8.8% | -5.1% |
| 30D | -14.0% | +9.7% | -23.7% | -16.0% |
| 3M | -4.2% | +1.2% | -5.4% | -5.1% |
| 6M | -2.6% | +7.4% | -9.9% | -5.6% |
| YTD | +0.2% | +60.5% | -60.3% | -15.0% |
| 1Y | -6.9% | +50.7% | -57.7% | -19.8% |
| 3Y | +94.1% | +64.8% | +29.3% | +59.4% |
| 5Y | -32.7% | +115.8% | -148.5% | -52.1% |
| 10Y | +308.8% | +481.0% | -172.2% | +114.7% |
| All | +308.8% | +494.2% | -185.3% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling