+326.7%
ARKK vs CMS
+206.1%
+120.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -2.4% | -1.1% | -1.2% | -2.2% |
| 30D | -10.8% | +6.6% | -17.4% | -12.0% |
| 3M | -2.6% | +0.8% | -3.5% | -2.9% |
| 6M | -1.9% | -3.3% | +1.4% | -1.7% |
| YTD | +2.0% | +2.7% | -0.7% | +0.8% |
| 1Y | -4.4% | -4.0% | -0.3% | -4.1% |
| 3Y | +97.5% | +37.6% | +59.9% | +80.1% |
| 5Y | -32.0% | +35.4% | -67.5% | -38.3% |
| 10Y | +317.7% | +136.0% | +181.7% | +262.3% |
| All | +326.7% | +206.1% | +120.6% | +253.7% |
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