+50.3%
CL vs ROKU
+884.7%
-834.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.5% |
| 7D | -2.2% | -1.3% | -0.9% | -2.2% |
| 30D | -4.8% | +5.9% | -10.7% | -4.9% |
| 3M | +4.9% | +23.9% | -19.0% | +4.7% |
| 6M | -5.7% | +59.6% | -65.3% | -6.1% |
| YTD | +14.4% | +43.4% | -29.0% | +14.0% |
| 1Y | +8.7% | +60.2% | -51.4% | +8.3% |
| 3Y | +30.0% | +90.4% | -60.4% | +28.7% |
| 5Y | +28.4% | -54.5% | +82.9% | +29.6% |
| All | +50.3% | +884.7% | -834.5% | +42.9% |
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 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