+97.3%
CL vs ARKK
+306.9%
-209.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.9% |
| 7D | +3.2% | -0.6% | +3.8% | +3.2% |
| 30D | +8.0% | -11.2% | +19.3% | +8.6% |
| 3M | +7.9% | -9.2% | +17.1% | +8.2% |
| 6M | +14.7% | -3.9% | +18.7% | +14.6% |
| YTD | +29.2% | -2.5% | +31.7% | +28.7% |
| 1Y | +29.5% | -2.7% | +32.3% | +29.0% |
| 3Y | +40.7% | +87.9% | -47.2% | +31.1% |
| 5Y | +43.9% | -35.7% | +79.5% | +49.1% |
| 10Y | +87.2% | +299.2% | -212.0% | +24.6% |
| All | +97.3% | +306.9% | -209.6% | +28.7% |
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