+626.9%
CEG vs ROKU
-8.3%
+635.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | +1.3% | -3.0% | +4.4% | +1.8% |
| 30D | +8.8% | +0.7% | +8.1% | +8.7% |
| 3M | +17.0% | +26.5% | -9.5% | +12.7% |
| 6M | -8.7% | +52.6% | -61.4% | -14.6% |
| YTD | -16.4% | +40.9% | -57.4% | -21.1% |
| 1Y | -1.8% | +57.6% | -59.4% | -8.8% |
| 3Y | +175.8% | +83.2% | +92.6% | +141.8% |
| All | +626.9% | -8.3% | +635.2% | +521.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling