-29.6%
CLS vs ROKU
+53.8%
-83.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.5% | -10.6% | -9.4% |
| 7D | -21.1% | +4.8% | -25.9% | -22.2% |
| 30D | -38.2% | +6.1% | -44.3% | -39.3% |
| 3M | -36.3% | +10.5% | -46.8% | -38.3% |
| 6M | -43.8% | +29.2% | -73.0% | -48.6% |
| YTD | -20.0% | +50.0% | -70.1% | -32.3% |
| 1Y | -29.6% | +53.4% | -83.0% | -40.4% |
| All | -29.6% | +53.8% | -83.4% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling