+368.8%
ARKK vs CFG
+352.4%
+16.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +1.9% | +1.5% | +0.4% | +1.3% |
| 30D | +13.2% | -3.8% | +17.0% | +15.0% |
| 3M | +7.7% | +11.5% | -3.8% | +2.2% |
| 6M | +15.1% | +19.2% | -4.1% | +5.9% |
| YTD | +12.1% | +23.7% | -11.6% | +1.3% |
| 1Y | +14.9% | +38.8% | -23.9% | -1.5% |
| 3Y | +99.3% | +178.9% | -79.6% | +27.6% |
| 5Y | -29.9% | +101.8% | -131.7% | -49.5% |
| 10Y | +351.6% | +317.3% | +34.4% | +123.1% |
| All | +368.8% | +352.4% | +16.4% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling