+303.7%
CCJ vs ROKU
-54.7%
+358.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | -3.2% | -2.6% | -0.5% | -2.7% |
| 30D | -1.3% | +2.1% | -3.5% | -1.8% |
| 3M | +2.5% | +31.8% | -29.3% | -3.5% |
| 6M | -18.9% | +53.3% | -72.1% | -25.8% |
| YTD | +6.5% | +42.1% | -35.6% | -1.6% |
| 1Y | +22.8% | +62.3% | -39.5% | +10.2% |
| 3Y | +164.5% | +84.6% | +79.8% | +118.1% |
| 5Y | +303.7% | -53.1% | +356.8% | +325.0% |
| All | +303.7% | -54.7% | +358.4% | +325.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling