+629.7%
CDNS vs ROKU
+867.7%
-238.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.4% |
| 7D | -7.2% | -3.0% | -4.2% | -6.7% |
| 30D | -14.3% | +0.7% | -15.0% | -14.4% |
| 3M | -27.2% | +26.5% | -53.7% | -30.3% |
| 6M | -4.5% | +52.6% | -57.2% | -11.6% |
| YTD | -9.0% | +40.9% | -49.9% | -14.7% |
| 1Y | -21.3% | +57.6% | -79.0% | -27.9% |
| 3Y | +19.6% | +83.2% | -63.6% | +2.1% |
| 5Y | +71.5% | -54.8% | +126.4% | +66.2% |
| All | +629.7% | +867.7% | -238.0% | +451.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling