+48.9%
CTSH vs ARKK
+306.9%
-258.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | 0.0% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | +1.4% | -11.2% | +12.6% | +4.4% |
| 3M | +7.5% | -9.2% | +16.7% | +9.4% |
| 6M | +39.6% | -3.9% | +43.5% | +38.2% |
| YTD | -22.3% | -2.5% | -19.8% | -24.0% |
| 1Y | -12.0% | -2.7% | -9.2% | -14.0% |
| 3Y | +1.8% | +87.9% | -86.1% | -24.7% |
| 5Y | -15.8% | -35.7% | +19.8% | -12.1% |
| 10Y | +34.8% | +299.2% | -264.4% | -50.1% |
| All | +48.9% | +306.9% | -258.0% | -48.9% |
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