+320.5%
CB vs ARKK
+318.4%
+2.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +1.8% |
| 7D | +0.7% | -4.0% | +4.7% | +1.1% |
| 30D | +8.2% | -14.0% | +22.2% | +9.8% |
| 3M | +6.3% | -4.2% | +10.4% | +6.4% |
| 6M | +16.2% | -2.6% | +18.7% | +15.7% |
| YTD | +19.3% | +0.2% | +19.1% | +17.9% |
| 1Y | +29.2% | -6.9% | +36.1% | +28.8% |
| 3Y | +71.4% | +94.1% | -22.6% | +49.3% |
| 5Y | +104.2% | -32.7% | +137.0% | +111.6% |
| 10Y | +246.7% | +308.8% | -62.2% | +91.8% |
| All | +320.5% | +318.4% | +2.1% | +122.0% |
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