+159.4%
CCJ vs ROKU
+83.2%
+76.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.0% | -0.4% | -3.6% | -4.0% |
| 30D | -2.4% | +2.1% | -4.4% | -2.8% |
| 3M | -2.3% | +29.5% | -31.8% | -7.9% |
| 6M | -16.2% | +53.8% | -70.0% | -23.6% |
| YTD | +5.7% | +42.8% | -37.1% | -2.6% |
| 1Y | +21.3% | +60.7% | -39.5% | +8.9% |
| 3Y | +159.4% | +83.9% | +75.5% | +82.0% |
| All | +159.4% | +83.2% | +76.2% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling