+970.3%
CAT vs ARKK
+367.9%
+602.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +1.7% | +1.9% | -0.2% | +1.1% |
| 30D | -6.6% | +13.2% | -19.7% | -10.4% |
| 3M | -13.3% | +7.7% | -21.0% | -15.6% |
| 6M | +11.6% | +15.1% | -3.5% | +6.1% |
| YTD | +42.9% | +12.1% | +30.9% | +36.8% |
| 1Y | +95.4% | +14.9% | +80.5% | +85.1% |
| 3Y | +196.6% | +99.3% | +97.3% | +131.5% |
| 5Y | +321.7% | -29.9% | +351.6% | +338.0% |
| 10Y | +1,140.8% | +351.6% | +789.2% | +350.3% |
| All | +970.3% | +367.9% | +602.4% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling