+93.1%
CHRW vs ROKU
-54.7%
+147.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +4.4% | -2.6% | +7.0% | +4.6% |
| 30D | +5.5% | +2.1% | +3.4% | +5.3% |
| 3M | -17.3% | +31.8% | -49.0% | -19.7% |
| 6M | -12.7% | +53.3% | -65.9% | -16.8% |
| YTD | -4.1% | +42.1% | -46.2% | -8.1% |
| 1Y | +21.2% | +62.3% | -41.1% | +14.5% |
| 3Y | +88.9% | +84.6% | +4.3% | +71.4% |
| 5Y | +93.1% | -53.1% | +146.1% | +82.4% |
| All | +93.1% | -54.7% | +147.8% | +82.4% |
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