-29.9%
CCL vs ARKK
+367.9%
-397.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.8% |
| 7D | -5.0% | +1.9% | -7.0% | -6.4% |
| 30D | -20.3% | +13.2% | -33.5% | -27.2% |
| 3M | -15.1% | +7.7% | -22.8% | -20.3% |
| 6M | -15.1% | +15.1% | -30.2% | -23.5% |
| YTD | -21.8% | +12.1% | -33.9% | -28.9% |
| 1Y | -24.8% | +14.9% | -39.7% | -33.9% |
| 3Y | +51.9% | +99.3% | -47.4% | -11.4% |
| 5Y | +4.0% | -29.9% | +34.0% | +11.2% |
| 10Y | -42.2% | +351.6% | -393.8% | -82.7% |
| All | -29.9% | +367.9% | -397.7% | -79.2% |
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