+83.9%
CLF vs ROKU
+884.7%
-800.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.1% |
| 7D | +7.6% | -1.3% | +8.9% | +7.8% |
| 30D | -1.2% | +5.9% | -7.1% | -2.1% |
| 3M | -13.4% | +23.9% | -37.3% | -16.5% |
| 6M | +15.4% | +59.6% | -44.1% | +6.9% |
| YTD | -5.9% | +43.4% | -49.3% | -11.7% |
| 1Y | +18.8% | +60.2% | -41.3% | +9.2% |
| 3Y | -19.4% | +90.4% | -109.8% | -30.5% |
| 5Y | -47.7% | -54.5% | +6.8% | -50.2% |
| All | +83.9% | +884.7% | -800.9% | +43.7% |
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 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