+630.6%
CDNS vs ROKU
+875.4%
-244.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -6.5% | -2.6% | -3.9% | -6.1% |
| 30D | -13.0% | +2.1% | -15.1% | -13.3% |
| 3M | -26.0% | +31.8% | -57.8% | -29.7% |
| 6M | -2.8% | +53.3% | -56.1% | -10.1% |
| YTD | -8.8% | +42.1% | -50.9% | -14.7% |
| 1Y | -15.8% | +62.3% | -78.2% | -23.2% |
| 3Y | +19.7% | +84.6% | -64.9% | +2.0% |
| 5Y | +70.8% | -53.1% | +123.8% | +64.5% |
| All | +630.6% | +875.4% | -244.8% | +451.7% |
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