-2.7%
CEG vs ROKU
+57.7%
-60.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.2% |
| 7D | +8.0% | -1.3% | +9.3% | +8.3% |
| 30D | +12.9% | +5.9% | +7.1% | +11.6% |
| 3M | +13.2% | +23.9% | -10.7% | +7.8% |
| 6M | -7.0% | +59.6% | -66.6% | -15.6% |
| YTD | -15.0% | +43.4% | -58.4% | -22.3% |
| 1Y | -2.7% | +60.2% | -62.9% | -10.4% |
| All | -2.7% | +57.7% | -60.5% | -10.4% |
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 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