+178.8%
CB vs ROKU
+884.7%
-706.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.9% |
| 7D | +0.5% | -1.3% | +1.8% | +0.5% |
| 30D | -3.1% | +5.9% | -9.0% | -3.2% |
| 3M | +9.0% | +23.9% | -14.9% | +8.4% |
| 6M | +2.9% | +59.6% | -56.7% | +1.6% |
| YTD | +10.1% | +43.4% | -33.3% | +9.0% |
| 1Y | +22.8% | +60.2% | -37.4% | +21.2% |
| 3Y | +73.8% | +90.4% | -16.6% | +68.9% |
| 5Y | +99.2% | -54.5% | +153.7% | +99.3% |
| All | +178.8% | +884.7% | -706.0% | +144.8% |
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