-7.2%
CEG vs ROKU
+59.1%
-66.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +5.2% |
| 7D | +8.0% | -1.3% | +9.3% | +8.2% |
| 30D | +12.9% | +5.9% | +7.1% | +11.8% |
| 3M | +13.2% | +23.9% | -10.7% | +8.0% |
| All | -7.2% | +59.1% | -66.2% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling