+368.0%
ARKK vs CHRW
+182.3%
+185.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.7% |
| 7D | +3.6% | +1.9% | +1.7% | +3.0% |
| 30D | +8.4% | +0.9% | +7.4% | +7.9% |
| 3M | +13.4% | -19.9% | +33.3% | +20.4% |
| 6M | +18.9% | -15.8% | +34.7% | +23.2% |
| YTD | +11.9% | -5.6% | +17.5% | +10.4% |
| 1Y | +13.1% | +21.0% | -8.0% | +0.7% |
| 3Y | +97.1% | +86.0% | +11.0% | +43.9% |
| 5Y | -27.8% | +88.6% | -116.4% | -47.7% |
| 10Y | +338.5% | +169.3% | +169.2% | +175.9% |
| All | +368.0% | +182.3% | +185.8% | +186.4% |
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 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