+293.0%
ARKK vs CMS
+140.2%
+152.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.3% |
| 7D | -0.6% | +1.7% | -2.4% | -1.0% |
| 30D | -11.2% | +6.2% | -17.4% | -12.4% |
| 3M | -9.2% | +0.6% | -9.8% | -9.4% |
| 6M | -3.9% | -1.8% | -2.2% | -4.0% |
| YTD | -2.5% | +3.8% | -6.4% | -4.0% |
| 1Y | -2.7% | -1.8% | -1.0% | -3.0% |
| 3Y | +87.9% | +39.8% | +48.1% | +68.5% |
| 5Y | -35.7% | +37.1% | -72.8% | -42.6% |
| All | +293.0% | +140.2% | +152.8% | +243.3% |
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