+2,531.2%
CLS vs ROKU
+875.4%
+1,655.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +5.0% | -2.6% | +7.6% | +5.4% |
| 30D | +4.8% | +2.1% | +2.7% | +4.4% |
| 3M | -10.4% | +31.8% | -42.2% | -14.4% |
| 6M | +20.8% | +53.3% | -32.5% | +12.9% |
| YTD | +10.0% | +42.1% | -32.0% | +3.6% |
| 1Y | +28.5% | +62.3% | -33.8% | +18.6% |
| 3Y | +1,292.2% | +84.6% | +1,207.6% | +1,128.3% |
| 5Y | +3,616.8% | -53.1% | +3,669.9% | +3,337.0% |
| All | +2,531.2% | +875.4% | +1,655.8% | +1,961.6% |
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