+49.0%
CL vs ROKU
+867.7%
-818.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.4% |
| 7D | -2.3% | -3.0% | +0.7% | -2.3% |
| 30D | -5.5% | +0.7% | -6.2% | -5.5% |
| 3M | +0.8% | +26.5% | -25.6% | +0.6% |
| 6M | -4.2% | +52.6% | -56.9% | -4.5% |
| YTD | +13.4% | +40.9% | -27.5% | +13.1% |
| 1Y | +7.1% | +57.6% | -50.6% | +6.6% |
| 3Y | +29.0% | +83.2% | -54.2% | +27.8% |
| 5Y | +28.3% | -54.8% | +83.1% | +29.5% |
| All | +49.0% | +867.7% | -818.7% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling