+51.6%
CME vs ROKU
+80.8%
-29.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.6% | -3.0% | +2.4% | -0.7% |
| 30D | +4.7% | +0.7% | +4.0% | +4.7% |
| 3M | +7.8% | +26.5% | -18.6% | +8.6% |
| 6M | -11.0% | +52.6% | -63.6% | -9.7% |
| YTD | +4.0% | +40.9% | -36.9% | +5.3% |
| 1Y | +9.1% | +57.6% | -48.5% | +11.0% |
| All | +51.6% | +80.8% | -29.2% | +57.5% |
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