+293.0%
ARKK vs CFG
+216.2%
+76.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -0.6% | +3.2% | -3.8% | -2.0% |
| 30D | -11.2% | +5.1% | -16.4% | -13.1% |
| 3M | -9.2% | -11.2% | +2.0% | -4.3% |
| 6M | -3.9% | +9.6% | -13.5% | -8.3% |
| YTD | -2.5% | +15.0% | -17.5% | -9.2% |
| 1Y | -2.7% | +29.9% | -32.6% | -14.3% |
| 3Y | +87.9% | +192.1% | -104.2% | +17.5% |
| 5Y | -35.7% | +62.3% | -98.0% | -50.0% |
| All | +293.0% | +216.2% | +76.8% | +147.5% |
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