+1.5%
CARR vs ARKK
+89.0%
-87.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -3.8% | -3.1% | -0.7% | -2.7% |
| 30D | -8.9% | +2.7% | -11.6% | -9.9% |
| 3M | -17.3% | +10.8% | -28.1% | -20.7% |
| 6M | -1.4% | +14.4% | -15.8% | -7.0% |
| YTD | +10.0% | +8.7% | +1.3% | +5.1% |
| 1Y | -6.4% | +6.7% | -13.1% | -10.5% |
| 3Y | +1.5% | +87.4% | -85.9% | -20.6% |
| All | +1.5% | +89.0% | -87.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 3y: compounded portfolio wealth divided by compounded ARKK 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…
3y analysis · Full analysis span regression · 6 months rolling