+25.3%
CLF vs ARKK
+325.8%
-300.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.1% |
| 7D | +2.3% | -2.4% | +4.7% | +4.1% |
| 30D | +1.9% | -10.8% | +12.8% | +9.4% |
| 3M | +5.9% | -2.6% | +8.5% | +7.0% |
| 6M | +16.9% | -1.9% | +18.9% | +16.6% |
| YTD | -1.1% | +2.0% | -3.1% | -4.7% |
| 1Y | +28.8% | -4.4% | +33.2% | +29.0% |
| 3Y | -20.6% | +97.5% | -118.1% | -50.1% |
| 5Y | -41.5% | -32.0% | -9.5% | -32.6% |
| 10Y | +87.5% | +317.7% | -230.2% | -68.2% |
| All | +25.3% | +325.8% | -300.5% | -75.3% |
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