+183.9%
CME vs ROKU
+880.6%
-696.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | +5.6% | +2.1% | +3.5% | +5.5% |
| 3M | +5.6% | +29.5% | -23.9% | +4.5% |
| 6M | -8.3% | +53.8% | -62.1% | -9.9% |
| YTD | +4.3% | +42.8% | -38.5% | +2.7% |
| 1Y | +9.1% | +60.7% | -51.6% | +6.8% |
| 3Y | +52.1% | +83.9% | -31.8% | +45.4% |
| 5Y | +79.7% | -52.8% | +132.5% | +78.4% |
| All | +183.9% | +880.6% | -696.7% | +143.9% |
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