+683.5%
CAT vs ROKU
+884.7%
-201.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | +1.7% | -1.3% | +3.0% | +1.8% |
| 30D | -6.6% | +5.9% | -12.4% | -7.0% |
| 3M | -13.3% | +23.9% | -37.2% | -14.9% |
| 6M | +11.6% | +59.6% | -47.9% | +7.2% |
| YTD | +42.9% | +43.4% | -0.5% | +38.3% |
| 1Y | +95.4% | +60.2% | +35.3% | +87.3% |
| 3Y | +196.6% | +90.4% | +106.2% | +174.7% |
| 5Y | +321.7% | -54.5% | +376.2% | +305.7% |
| All | +683.5% | +884.7% | -201.2% | +556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling