Custom Post Type Links not working

I’m trying to use the archive widget for a custom post type. When clicking on the links in the calendar, the page redirects like it’s trying to access the archive for my main blog, but I get a 404 error. This is the link I get when trying to access from calendar: https://www.mysite.com/2015/02/12/

However, my custom post type is at https://www.mysite.com/future-market-report/

https://www.ads-software.com/plugins/archives-calendar-widget/