+120.3%
CLF vs ARKK
+329.1%
-208.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.1% |
| 7D | -3.7% | -4.7% | +1.0% | -0.9% |
| 30D | -4.7% | +3.1% | -7.7% | -6.8% |
| 3M | -4.7% | +13.8% | -18.4% | -12.9% |
| 6M | +24.0% | +14.0% | +10.1% | +13.2% |
| YTD | -10.9% | +8.0% | -18.9% | -16.7% |
| 1Y | +4.0% | +9.9% | -5.9% | -2.8% |
| 3Y | -16.9% | +90.2% | -107.1% | -45.5% |
| 5Y | -49.3% | -29.9% | -19.4% | -42.4% |
| All | +120.3% | +329.1% | -208.8% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling