+2,427.1%
CLS vs ROKU
+884.7%
+1,542.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | +4.6% | -1.3% | +5.9% | +4.8% |
| 30D | -13.9% | +5.9% | -19.8% | -14.7% |
| 3M | -26.6% | +23.9% | -50.5% | -29.1% |
| 6M | +15.4% | +59.6% | -44.2% | +7.2% |
| YTD | +5.7% | +43.4% | -37.8% | -0.6% |
| 1Y | +41.1% | +60.2% | -19.0% | +30.4% |
| 3Y | +1,228.6% | +90.4% | +1,138.2% | +1,067.7% |
| 5Y | +3,240.6% | -54.5% | +3,295.2% | +2,993.1% |
| All | +2,427.1% | +884.7% | +1,542.4% | +1,877.3% |
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