+310.3%
ARKK vs CVE
+44.7%
+265.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.7% | +3.3% |
| 7D | -6.6% | -16.1% | +9.6% | -3.3% |
| 30D | -14.5% | -10.4% | -4.2% | -12.9% |
| 3M | -0.4% | -2.4% | +2.0% | -0.3% |
| 6M | -5.2% | -4.4% | -0.7% | -5.3% |
| YTD | -1.9% | +64.9% | -66.8% | -13.3% |
| 1Y | -6.7% | +66.0% | -72.8% | -17.8% |
| 3Y | +89.7% | +57.7% | +32.1% | +66.8% |
| 5Y | -37.3% | +144.7% | -182.0% | -50.3% |
| 10Y | +324.8% | +139.2% | +185.6% | +184.0% |
| All | +310.3% | +44.7% | +265.6% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling