+139.9%
CHRW vs ROKU
+884.7%
-744.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | -3.5% | +5.9% | -9.3% | -3.9% |
| 3M | -19.4% | +23.9% | -43.3% | -20.7% |
| 6M | -21.4% | +59.6% | -80.9% | -24.2% |
| YTD | -7.1% | +43.4% | -50.5% | -9.9% |
| 1Y | +17.8% | +60.2% | -42.3% | +13.4% |
| 3Y | +78.8% | +90.4% | -11.6% | +66.7% |
| 5Y | +83.5% | -54.5% | +138.1% | +77.0% |
| All | +139.9% | +884.7% | -744.8% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling