+198.8%
CB vs ROKU
+915.9%
-717.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | +3.5% | -3.2% | +0.2% |
| 30D | +9.1% | +5.1% | +4.0% | +8.9% |
| 3M | +3.4% | +7.0% | -3.5% | +3.2% |
| 6M | +14.1% | +25.4% | -11.3% | +13.4% |
| YTD | +18.0% | +48.0% | -29.9% | +16.8% |
| 1Y | +30.1% | +53.1% | -23.0% | +28.6% |
| 3Y | +71.8% | +92.7% | -20.9% | +67.1% |
| 5Y | +101.8% | -42.4% | +144.2% | +100.4% |
| All | +198.8% | +915.9% | -717.1% | +162.2% |
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