+329.4%
ARKK vs CF
+214.9%
+114.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | -11.9% | +6.9% | -18.8% | -13.4% |
| 3M | -0.6% | +4.8% | -5.4% | -2.3% |
| 6M | -0.2% | +4.7% | -4.8% | -2.6% |
| YTD | +2.7% | +56.5% | -53.8% | -11.2% |
| 1Y | -2.2% | +48.4% | -50.6% | -14.4% |
| 3Y | +102.0% | +59.1% | +42.9% | +70.3% |
| 5Y | -33.4% | +109.5% | -142.9% | -50.2% |
| 10Y | +327.1% | +487.0% | -159.9% | +136.9% |
| All | +329.4% | +214.9% | +114.6% | +155.8% |
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