+607.3%
CEG vs ROKU
-7.6%
+614.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | +0.3% | -2.6% | +3.0% | +0.7% |
| 30D | +2.9% | +2.1% | +0.8% | +2.6% |
| 3M | +18.2% | +31.8% | -13.6% | +13.2% |
| 6M | -9.5% | +53.3% | -62.8% | -15.4% |
| YTD | -18.7% | +42.1% | -60.8% | -23.3% |
| 1Y | -10.1% | +62.3% | -72.5% | -16.9% |
| 3Y | +168.3% | +84.6% | +83.7% | +135.0% |
| All | +607.3% | -7.6% | +614.9% | +504.0% |
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