-3.1%
CMG vs ARKK
-29.6%
+26.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.1% | -3.1% | +1.0% | -1.1% |
| 30D | +10.9% | +2.7% | +8.2% | +9.7% |
| 3M | +15.8% | +10.8% | +5.1% | +11.2% |
| 6M | +6.9% | +14.4% | -7.4% | +0.8% |
| YTD | -2.2% | +8.7% | -10.8% | -6.4% |
| 1Y | -7.1% | +6.7% | -13.8% | -11.0% |
| 3Y | -7.1% | +87.4% | -94.5% | -30.3% |
| All | -3.1% | -29.6% | +26.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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