+88.4%
CHRW vs ROKU
+82.2%
+6.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +4.4% | -2.6% | +7.0% | +4.7% |
| 30D | +5.5% | +2.1% | +3.4% | +5.2% |
| 3M | -17.3% | +31.8% | -49.0% | -20.2% |
| 6M | -12.7% | +53.3% | -65.9% | -17.6% |
| YTD | -4.1% | +42.1% | -46.2% | -9.0% |
| 1Y | +21.2% | +62.3% | -41.1% | +13.1% |
| All | +88.4% | +82.2% | +6.2% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling