+77.8%
CLF vs ROKU
+867.7%
-789.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.4% |
| 7D | -2.7% | -3.0% | +0.4% | -2.2% |
| 30D | -3.2% | +0.7% | -3.9% | -3.3% |
| 3M | -5.0% | +26.5% | -31.4% | -8.7% |
| 6M | +26.6% | +52.6% | -26.0% | +18.1% |
| YTD | -9.0% | +40.9% | -49.9% | -14.3% |
| 1Y | +11.8% | +57.6% | -45.8% | +3.1% |
| 3Y | -15.1% | +83.2% | -98.3% | -26.4% |
| 5Y | -48.2% | -54.8% | +6.6% | -50.6% |
| All | +77.8% | +867.7% | -789.9% | +39.4% |
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 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