+329.1%
ARKK vs CFG
+311.8%
+17.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -4.7% | -1.7% | -3.0% | -3.9% |
| 30D | +3.1% | -4.6% | +7.7% | +5.1% |
| 3M | +13.8% | +7.9% | +5.9% | +9.5% |
| 6M | +14.0% | +19.9% | -5.9% | +4.4% |
| YTD | +8.0% | +21.7% | -13.7% | -1.9% |
| 1Y | +9.9% | +38.4% | -28.5% | -5.9% |
| 3Y | +90.2% | +187.0% | -96.8% | +19.5% |
| 5Y | -29.9% | +99.5% | -129.4% | -49.5% |
| All | +329.1% | +311.8% | +17.3% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling