+368.0%
ARKK vs CLX
+29.5%
+338.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +3.6% | -3.5% | +7.2% | +4.2% |
| 30D | +8.4% | -11.9% | +20.2% | +10.6% |
| 3M | +13.4% | -2.6% | +16.1% | +13.8% |
| 6M | +18.9% | -18.2% | +37.1% | +22.5% |
| YTD | +11.9% | -5.9% | +17.8% | +12.3% |
| 1Y | +13.1% | -23.8% | +36.9% | +17.6% |
| 3Y | +97.1% | -33.6% | +130.7% | +107.9% |
| 5Y | -27.8% | -35.7% | +7.9% | -25.0% |
| 10Y | +338.5% | -2.5% | +341.0% | +316.2% |
| All | +368.0% | +29.5% | +338.5% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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