+950.0%
CCJ vs ROKU
+883.2%
+66.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +5.9% | -0.1% | +6.1% | +5.9% |
| 30D | +4.7% | +1.5% | +3.2% | +4.5% |
| 3M | -3.3% | +25.7% | -29.0% | -6.5% |
| 6M | -7.0% | +54.5% | -61.5% | -12.6% |
| YTD | +11.5% | +43.2% | -31.7% | +5.6% |
| 1Y | +32.3% | +56.3% | -24.0% | +23.6% |
| 3Y | +176.8% | +86.1% | +90.7% | +143.6% |
| 5Y | +351.8% | -53.6% | +405.4% | +328.7% |
| All | +950.0% | +883.2% | +66.8% | +692.1% |
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