+331.8%
ARKK vs CMI
+516.5%
-184.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.1% |
| 7D | -3.1% | -0.7% | -2.3% | -2.6% |
| 30D | +2.7% | -12.4% | +15.1% | +11.0% |
| 3M | +10.8% | -14.8% | +25.5% | +20.6% |
| 6M | +14.4% | +0.8% | +13.6% | +11.0% |
| YTD | +8.7% | +10.2% | -1.5% | -0.7% |
| 1Y | +6.7% | +37.4% | -30.7% | -15.3% |
| 3Y | +87.4% | +153.3% | -65.9% | +3.2% |
| 5Y | -29.5% | +167.6% | -197.1% | -62.4% |
| All | +331.8% | +516.5% | -184.7% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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