+316.0%
ARKK vs CP
+153.1%
+162.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.0% |
| 7D | +4.6% | +0.9% | +3.7% | +4.1% |
| 30D | -12.2% | +10.3% | -22.6% | -17.0% |
| 3M | -6.0% | +2.3% | -8.3% | -7.4% |
| 6M | -2.2% | +10.7% | -12.9% | -8.2% |
| YTD | -0.5% | +29.3% | -29.9% | -15.1% |
| 1Y | -6.0% | +31.5% | -37.4% | -20.4% |
| 3Y | +92.5% | +36.7% | +55.8% | +59.1% |
| 5Y | -34.4% | +26.8% | -61.2% | -43.6% |
| 10Y | +307.2% | +260.1% | +47.1% | +126.4% |
| All | +316.0% | +153.1% | +162.9% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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