+307.7%
ARKK vs CHRW
+152.9%
+154.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -0.6% | +7.3% | -7.9% | -2.8% |
| 30D | -11.2% | -3.6% | -7.7% | -10.5% |
| 3M | -9.2% | -9.6% | +0.4% | -7.2% |
| 6M | -3.9% | -17.0% | +13.1% | -0.6% |
| YTD | -2.5% | -15.4% | +12.9% | -1.3% |
| 1Y | -2.7% | -10.0% | +7.3% | -3.7% |
| 3Y | +87.9% | +82.2% | +5.7% | +35.6% |
| 5Y | -35.7% | +59.4% | -95.0% | -51.1% |
| 10Y | +299.2% | +129.7% | +169.5% | +161.0% |
| All | +307.7% | +152.9% | +154.9% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling