+5.6%
CDE vs ROKU
+53.8%
-48.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +7.8% |
| 7D | +1.1% | +4.8% | -3.7% | -1.7% |
| 30D | -14.5% | +6.1% | -20.6% | -17.7% |
| 3M | -10.1% | +10.5% | -20.5% | -15.8% |
| 6M | -16.9% | +29.2% | -46.0% | -30.2% |
| YTD | -18.1% | +50.0% | -68.2% | -40.7% |
| 1Y | +5.6% | +53.4% | -47.8% | -21.8% |
| All | +5.6% | +53.8% | -48.2% | -21.8% |
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