+215.2%
CME vs ROKU
+915.9%
-700.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.9% | +3.5% | -2.6% | +0.8% |
| 30D | +13.2% | +5.1% | +8.1% | +13.0% |
| 3M | +16.3% | +7.0% | +9.3% | +16.0% |
| 6M | +7.1% | +25.4% | -18.3% | +6.1% |
| YTD | +15.8% | +48.0% | -32.1% | +13.9% |
| 1Y | +17.1% | +53.1% | -36.1% | +14.9% |
| 3Y | +63.2% | +92.7% | -29.5% | +56.2% |
| 5Y | +70.2% | -42.4% | +112.6% | +67.5% |
| All | +215.2% | +915.9% | -700.8% | +170.3% |
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