+287.9%
CB vs ARKK
+367.9%
-80.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.8% |
| 7D | +0.5% | +1.9% | -1.4% | +0.3% |
| 30D | -3.1% | +13.2% | -16.3% | -4.6% |
| 3M | +9.0% | +7.7% | +1.3% | +7.7% |
| 6M | +2.9% | +15.1% | -12.2% | +0.6% |
| YTD | +10.1% | +12.1% | -2.0% | +7.8% |
| 1Y | +22.8% | +14.9% | +7.9% | +19.3% |
| 3Y | +73.8% | +99.3% | -25.5% | +51.7% |
| 5Y | +99.2% | -29.9% | +129.1% | +107.6% |
| 10Y | +218.2% | +351.6% | -133.4% | +74.8% |
| All | +287.9% | +367.9% | -80.0% | +102.9% |
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