+67.2%
CAH vs ROKU
+57.7%
+9.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | +5.4% | -1.3% | +6.7% | +5.4% |
| 30D | +3.3% | +5.9% | -2.5% | +3.3% |
| 3M | +22.8% | +23.9% | -1.1% | +22.7% |
| 6M | +11.3% | +59.6% | -48.3% | +10.5% |
| YTD | +21.1% | +43.4% | -22.3% | +20.8% |
| 1Y | +67.2% | +60.2% | +7.1% | +63.9% |
| All | +67.2% | +57.7% | +9.5% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling