+47.5%
CCL vs ROKU
+82.2%
-34.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -4.3% | -2.6% | -1.7% | -3.4% |
| 30D | -19.0% | +2.1% | -21.1% | -19.6% |
| 3M | -13.1% | +31.8% | -44.9% | -21.7% |
| 6M | -13.3% | +53.3% | -66.6% | -25.8% |
| YTD | -25.2% | +42.1% | -67.3% | -34.7% |
| 1Y | -27.2% | +62.3% | -89.5% | -39.7% |
| All | +47.5% | +82.2% | -34.7% | +10.9% |
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