+368.0%
ARKK vs CG
+212.1%
+155.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.1% |
| 7D | +3.6% | -1.3% | +4.9% | +4.4% |
| 30D | +8.4% | -3.2% | +11.5% | +10.3% |
| 3M | +13.4% | +6.2% | +7.2% | +8.4% |
| 6M | +18.9% | -4.7% | +23.6% | +20.8% |
| YTD | +11.9% | -20.6% | +32.5% | +26.0% |
| 1Y | +13.1% | -26.4% | +39.4% | +32.1% |
| 3Y | +97.1% | +55.4% | +41.7% | +44.2% |
| 5Y | -27.8% | +9.8% | -37.6% | -36.3% |
| 10Y | +338.5% | +341.4% | -2.9% | +111.0% |
| All | +368.0% | +212.1% | +155.9% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling