-25.9%
CCJ vs ROKU
+53.8%
-79.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | -14.5% | +4.8% | -19.3% | -15.7% |
| 30D | -18.1% | +6.1% | -24.2% | -19.6% |
| 3M | -23.0% | +10.5% | -33.5% | -25.4% |
| 6M | -39.4% | +29.2% | -68.5% | -44.4% |
| YTD | -21.7% | +50.0% | -71.7% | -33.2% |
| 1Y | -25.9% | +53.4% | -79.3% | -36.4% |
| All | -25.9% | +53.8% | -79.7% | -36.4% |
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