+175.5%
CB vs ROKU
+867.7%
-692.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | -0.5% | -3.0% | +2.5% | -0.5% |
| 30D | -3.1% | +0.7% | -3.8% | -3.1% |
| 3M | +4.2% | +26.5% | -22.3% | +3.6% |
| 6M | +4.7% | +52.6% | -47.9% | +3.6% |
| YTD | +8.8% | +40.9% | -32.1% | +7.8% |
| 1Y | +22.6% | +57.6% | -35.0% | +21.1% |
| 3Y | +70.6% | +83.2% | -12.6% | +66.0% |
| 5Y | +99.4% | -54.8% | +154.3% | +99.6% |
| All | +175.5% | +867.7% | -692.2% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling