+0.4%
CCL vs ROKU
-54.7%
+55.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.9% |
| 6M | -13.3% | +53.3% | -66.6% | -26.1% |
| YTD | -25.2% | +42.1% | -67.3% | -35.0% |
| 1Y | -27.2% | +62.3% | -89.5% | -40.1% |
| 3Y | +49.2% | +84.6% | -35.4% | +7.3% |
| 5Y | +0.4% | -53.1% | +53.4% | -20.4% |
| All | +0.4% | -54.7% | +55.1% | -20.4% |
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