+368.0%
ARKK vs CAG
-11.8%
+379.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | 0.0% |
| 7D | +3.6% | -5.3% | +8.9% | +4.2% |
| 30D | +8.4% | +1.0% | +7.4% | +8.2% |
| 3M | +13.4% | +17.4% | -3.9% | +11.3% |
| 6M | +18.9% | -16.8% | +35.7% | +21.2% |
| YTD | +11.9% | -6.8% | +18.7% | +12.2% |
| 1Y | +13.1% | -15.4% | +28.4% | +14.6% |
| 3Y | +97.1% | -37.1% | +134.2% | +106.2% |
| 5Y | -27.8% | -41.3% | +13.5% | -24.3% |
| 10Y | +338.5% | -35.5% | +373.9% | +330.5% |
| All | +368.0% | -11.8% | +379.9% | +328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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