-60.7%
CCL vs ROKU
+880.6%
-941.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -17.8% | +2.1% | -19.8% | -18.1% |
| 3M | -18.7% | +29.5% | -48.2% | -23.5% |
| 6M | -11.4% | +53.8% | -65.2% | -19.6% |
| YTD | -24.3% | +42.8% | -67.1% | -30.5% |
| 1Y | -28.8% | +60.7% | -89.5% | -36.5% |
| 3Y | +49.3% | +83.9% | -34.6% | +24.0% |
| 5Y | +1.6% | -52.8% | +54.4% | -6.7% |
| All | -60.7% | +880.6% | -941.3% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling