+368.0%
ARKK vs CTAS
+1,156.9%
-788.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.6% | 0.0% | +3.7% | +3.7% |
| 30D | +8.4% | -1.0% | +9.4% | +8.9% |
| 3M | +13.4% | +15.8% | -2.3% | +1.8% |
| 6M | +18.9% | -1.0% | +19.9% | +17.5% |
| YTD | +11.9% | +7.4% | +4.5% | +4.5% |
| 1Y | +13.1% | -0.1% | +13.2% | +10.2% |
| 3Y | +97.1% | +66.3% | +30.8% | +33.8% |
| 5Y | -27.8% | +111.0% | -138.7% | -57.1% |
| 10Y | +338.5% | +662.9% | -324.4% | +27.1% |
| All | +368.0% | +1,156.9% | -788.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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