+331.8%
ARKK vs CHRW
+183.1%
+148.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -3.1% | +3.5% | -6.5% | -4.2% |
| 30D | +2.7% | +4.6% | -1.9% | +1.0% |
| 3M | +10.8% | -19.7% | +30.5% | +17.7% |
| 6M | +14.4% | -12.4% | +26.8% | +17.0% |
| YTD | +8.7% | -3.9% | +12.6% | +6.4% |
| 1Y | +6.7% | +18.4% | -11.6% | -4.6% |
| 3Y | +87.4% | +88.8% | -1.4% | +33.6% |
| 5Y | -29.5% | +93.5% | -123.0% | -50.5% |
| All | +331.8% | +183.1% | +148.7% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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