-29.4%
ARKK vs CMS
+23.1%
-52.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +5.1% | -1.3% | +6.4% | +5.3% |
| 3M | +12.7% | -5.4% | +18.1% | +13.3% |
| 6M | +13.8% | -10.3% | +24.2% | +15.5% |
| YTD | +9.9% | -0.2% | +10.2% | +9.1% |
| 1Y | +10.4% | -0.9% | +11.3% | +9.7% |
| 3Y | +93.6% | +34.0% | +59.6% | +73.4% |
| 5Y | -29.4% | +23.6% | -52.9% | -36.2% |
| All | -29.4% | +23.1% | -52.4% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling