+331.8%
ARKK vs CG
+314.7%
+17.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.7% |
| 7D | -3.1% | -9.9% | +6.8% | +3.4% |
| 30D | +2.7% | -11.7% | +14.4% | +10.8% |
| 3M | +10.8% | -4.3% | +15.0% | +12.7% |
| 6M | +14.4% | -8.8% | +23.1% | +19.5% |
| YTD | +8.7% | -26.9% | +35.5% | +29.6% |
| 1Y | +6.7% | -35.4% | +42.2% | +36.9% |
| 3Y | +87.4% | +43.0% | +44.4% | +39.3% |
| 5Y | -29.5% | +1.9% | -31.4% | -36.1% |
| All | +331.8% | +314.7% | +17.1% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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