+8.2%
CCI vs ROKU
+867.7%
-859.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.9% |
| 7D | -0.3% | -3.0% | +2.8% | -0.1% |
| 30D | +2.1% | +0.7% | +1.4% | +2.1% |
| 3M | -17.8% | +26.5% | -44.3% | -19.2% |
| 6M | -14.2% | +52.6% | -66.8% | -16.7% |
| YTD | -13.3% | +40.9% | -54.3% | -15.5% |
| 1Y | -16.6% | +57.6% | -74.3% | -19.4% |
| 3Y | -10.8% | +83.2% | -94.0% | -16.9% |
| 5Y | -50.3% | -54.8% | +4.5% | -51.9% |
| All | +8.2% | +867.7% | -859.5% | -4.7% |
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