+518.2%
CEG vs ROKU
-3.7%
+522.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -4.7% | +3.5% | -8.2% | -5.2% |
| 30D | -16.6% | +5.1% | -21.7% | -17.2% |
| 3M | -4.1% | +7.0% | -11.1% | -5.1% |
| 6M | -22.3% | +25.4% | -47.7% | -25.1% |
| YTD | -28.9% | +48.0% | -76.9% | -33.4% |
| 1Y | -28.5% | +53.1% | -81.6% | -33.3% |
| 3Y | +104.3% | +92.7% | +11.6% | +78.5% |
| All | +518.2% | -3.7% | +522.0% | +424.5% |
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