+331.8%
ARKK vs CMS
+118.9%
+212.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -3.1% | -1.9% | -1.1% | -2.7% |
| 30D | +2.7% | -4.1% | +6.8% | +3.6% |
| 3M | +10.8% | -7.1% | +17.8% | +12.2% |
| 6M | +14.4% | -10.1% | +24.4% | +16.5% |
| YTD | +8.7% | -1.7% | +10.4% | +8.3% |
| 1Y | +6.7% | -3.4% | +10.1% | +6.8% |
| 3Y | +87.4% | +31.6% | +55.8% | +70.6% |
| 5Y | -29.5% | +23.3% | -52.8% | -35.4% |
| All | +331.8% | +118.9% | +212.9% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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