-47.0%
CLF vs ROKU
-54.7%
+7.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +0.2% | +1.5% | -1.2% | -0.1% |
| 3M | -3.1% | +25.7% | -28.8% | -8.2% |
| 6M | +25.0% | +54.5% | -29.4% | +13.5% |
| YTD | -7.5% | +43.2% | -50.6% | -15.1% |
| 1Y | +11.5% | +56.3% | -44.8% | 0.0% |
| 3Y | -13.7% | +86.1% | -99.8% | -29.6% |
| 5Y | -47.0% | -53.6% | +6.6% | -53.4% |
| All | -47.0% | -54.7% | +7.8% | -53.4% |
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