-13.7%
CLF vs ARKK
+95.6%
-109.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.5% | +3.6% | +2.9% | +4.1% |
| 30D | +0.2% | +8.4% | -8.1% | -5.0% |
| 3M | -3.1% | +13.4% | -16.5% | -11.7% |
| 6M | +25.0% | +18.9% | +6.1% | +10.4% |
| YTD | -7.5% | +11.9% | -19.4% | -15.7% |
| 1Y | +11.5% | +13.1% | -1.5% | +2.5% |
| 3Y | -13.7% | +97.1% | -110.8% | -41.1% |
| All | -13.7% | +95.6% | -109.3% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling