+8.8%
CCI vs ROKU
+880.6%
-871.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +2.2% | +2.1% | +0.2% | +2.1% |
| 3M | -16.9% | +29.5% | -46.4% | -18.3% |
| 6M | -11.5% | +53.8% | -65.3% | -14.1% |
| YTD | -12.8% | +42.8% | -55.6% | -15.1% |
| 1Y | -17.1% | +60.7% | -77.8% | -19.9% |
| 3Y | -9.6% | +83.9% | -93.5% | -15.8% |
| 5Y | -48.9% | -52.8% | +3.9% | -50.7% |
| All | +8.8% | +880.6% | -871.7% | -4.2% |
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