+435.2%
CME vs ARKK
+367.1%
+68.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.9% | +3.6% | -6.5% | -3.3% |
| 30D | +5.5% | +8.4% | -2.8% | +4.3% |
| 3M | +11.0% | +13.4% | -2.5% | +8.7% |
| 6M | -9.7% | +18.9% | -28.6% | -12.4% |
| YTD | +4.9% | +11.9% | -7.0% | +2.4% |
| 1Y | +10.1% | +13.1% | -3.0% | +6.9% |
| 3Y | +53.5% | +97.1% | -43.6% | +31.7% |
| 5Y | +77.2% | -27.8% | +104.9% | +83.4% |
| 10Y | +282.1% | +338.5% | -56.3% | +109.4% |
| All | +435.2% | +367.1% | +68.0% | +183.9% |
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