-29.7%
ARKK vs CSGP
-64.7%
+35.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | +0.3% |
| 7D | +1.9% | -4.1% | +6.0% | +4.3% |
| 30D | +13.2% | +2.3% | +10.9% | +11.0% |
| 3M | +7.7% | -8.2% | +15.9% | +10.4% |
| 6M | +15.1% | -35.1% | +50.1% | +45.2% |
| YTD | +12.1% | -54.0% | +66.1% | +73.3% |
| 1Y | +14.9% | -65.3% | +80.2% | +115.2% |
| 3Y | +99.3% | -62.6% | +161.9% | +235.2% |
| All | -29.7% | -64.7% | +35.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 5y: compounded portfolio wealth divided by compounded CSGP 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…
5y analysis · Full analysis span regression · 6 months rolling