+21.9%
CCL vs ROKU
+53.8%
-31.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.7% |
| 7D | +11.6% | +4.8% | +6.8% | +9.7% |
| 30D | +22.5% | +6.1% | +16.4% | +19.9% |
| 3M | +6.4% | +10.5% | -4.1% | +2.5% |
| 6M | +23.4% | +29.2% | -5.8% | +11.9% |
| YTD | +4.2% | +50.0% | -45.8% | -11.0% |
| 1Y | +21.9% | +53.4% | -31.5% | +4.8% |
| All | +21.9% | +53.8% | -31.9% | +4.8% |
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