+183.7%
CMG vs ARKK
+353.6%
-169.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.1% | -3.1% | +1.0% | -0.9% |
| 30D | +10.9% | +2.7% | +8.2% | +9.5% |
| 3M | +15.8% | +10.8% | +5.1% | +10.5% |
| 6M | +6.9% | +14.4% | -7.4% | -0.2% |
| YTD | -2.2% | +8.7% | -10.8% | -7.1% |
| 1Y | -7.1% | +6.7% | -13.8% | -11.7% |
| 3Y | -7.1% | +87.4% | -94.5% | -33.6% |
| 5Y | -4.8% | -29.5% | +24.7% | -2.2% |
| 10Y | +324.3% | +331.8% | -7.5% | +91.4% |
| All | +183.7% | +353.6% | -169.9% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling