+368.8%
ARKK vs CMS
+198.6%
+170.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +1.9% | +0.4% | +1.6% | +1.9% |
| 30D | +13.2% | -3.6% | +16.8% | +13.9% |
| 3M | +7.7% | -1.9% | +9.6% | +7.7% |
| 6M | +15.1% | -11.0% | +26.0% | +17.3% |
| YTD | +12.1% | +0.2% | +11.9% | +11.4% |
| 1Y | +14.9% | -1.3% | +16.2% | +14.5% |
| 3Y | +99.3% | +35.9% | +63.4% | +82.2% |
| 5Y | -29.9% | +23.1% | -53.0% | -35.1% |
| 10Y | +351.6% | +117.9% | +233.7% | +295.5% |
| All | +368.8% | +198.6% | +170.2% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling