+338.5%
ARKK vs CVE
+170.0%
+168.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.7% |
| 7D | +3.6% | +0.2% | +3.4% | +3.6% |
| 30D | +8.4% | +17.5% | -9.1% | +4.7% |
| 3M | +13.4% | +16.2% | -2.8% | +9.3% |
| 6M | +18.9% | +47.8% | -28.9% | +8.0% |
| YTD | +11.9% | +98.5% | -86.6% | -4.9% |
| 1Y | +13.1% | +109.8% | -96.7% | -5.3% |
| 3Y | +97.1% | +75.5% | +21.6% | +68.5% |
| 5Y | -27.8% | +341.6% | -369.4% | -49.5% |
| 10Y | +338.5% | +159.8% | +178.7% | +173.8% |
| All | +338.5% | +170.0% | +168.4% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling