+1,284.2%
CLS vs ROKU
+80.8%
+1,203.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +20.1% | -3.0% | +23.1% | +21.3% |
| 30D | +6.0% | +0.7% | +5.3% | +5.7% |
| 3M | -10.3% | +26.5% | -36.7% | -17.7% |
| 6M | +24.5% | +52.6% | -28.1% | +7.3% |
| YTD | +12.9% | +40.9% | -28.1% | -0.9% |
| 1Y | +36.7% | +57.6% | -21.0% | +15.2% |
| All | +1,284.2% | +80.8% | +1,203.5% | +1,033.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling