+40.9%
CTSH vs ARKK
+367.1%
-326.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.7% | -3.8% |
| 7D | -5.5% | +3.6% | -9.1% | -6.5% |
| 30D | +4.5% | +8.4% | -3.9% | +1.8% |
| 3M | +13.7% | +13.4% | +0.3% | +8.2% |
| 6M | -8.4% | +18.9% | -27.3% | -14.8% |
| YTD | -26.5% | +11.9% | -38.4% | -30.4% |
| 1Y | -13.9% | +13.1% | -27.0% | -19.4% |
| 3Y | -11.3% | +97.1% | -108.4% | -34.7% |
| 5Y | -14.8% | -27.8% | +12.9% | -13.4% |
| 10Y | +22.5% | +338.5% | -315.9% | -55.3% |
| All | +40.9% | +367.1% | -326.3% | -53.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling