+101.0%
CB vs ROKU
-54.7%
+155.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -2.8% | -2.6% | -0.1% | -2.7% |
| 30D | -2.4% | +2.1% | -4.5% | -2.4% |
| 3M | +2.8% | +31.8% | -29.0% | +2.6% |
| 6M | +4.8% | +53.3% | -48.5% | +4.4% |
| YTD | +9.2% | +42.1% | -32.9% | +8.9% |
| 1Y | +22.8% | +62.3% | -39.5% | +22.3% |
| 3Y | +71.1% | +84.6% | -13.5% | +69.1% |
| 5Y | +101.0% | -53.1% | +154.1% | +100.1% |
| All | +101.0% | -54.7% | +155.7% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling