+368.8%
ARKK vs CF
+252.0%
+116.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.4% |
| 7D | +1.9% | +6.0% | -4.1% | +0.6% |
| 30D | +13.2% | +14.8% | -1.7% | +9.7% |
| 3M | +7.7% | +14.1% | -6.4% | +4.1% |
| 6M | +15.1% | +28.5% | -13.5% | +5.7% |
| YTD | +12.1% | +74.9% | -62.9% | -4.8% |
| 1Y | +14.9% | +61.7% | -46.8% | -0.7% |
| 3Y | +99.3% | +80.3% | +19.0% | +64.1% |
| 5Y | -29.9% | +226.0% | -255.9% | -53.2% |
| 10Y | +351.6% | +569.9% | -218.2% | +144.7% |
| All | +368.8% | +252.0% | +116.8% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling