How do I backup iCloud Drive?

I have been putting a bunch of documents on iCloud drive, but I would like to back them up to an external drive. Or possibly another cloud service. How do I do this? Some of the documents have the little cloud icon next to them, meaning they no longer live on my computer locally, but only in iCloud to optimize space. (One post I read said Time Machine can do it, and it will automatically download the iCloud-only documents for the backup ... is this true?) I understand that I could drag them onto my external HD, but this manual approach doesn't seem like a very good backup strategy, and I wouldn't know which documents (in nested folders) are new from week to week when it comes time for a new backup. I have been using SuperDuper for backup but didn't see a way to do it with that. Is there a simple way to do this?