+22.8%
CB vs ROKU
+58.7%
-35.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -2.8% | -2.6% | -0.1% | -2.8% |
| 30D | -2.4% | +2.1% | -4.5% | -2.3% |
| 3M | +2.8% | +31.8% | -29.0% | +4.0% |
| 6M | +4.8% | +53.3% | -48.5% | +6.5% |
| YTD | +9.2% | +42.1% | -32.9% | +12.4% |
| 1Y | +22.8% | +62.3% | -39.5% | +26.0% |
| All | +22.8% | +58.7% | -35.9% | +26.0% |
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