-10.7%
CMG vs ROKU
+57.7%
-68.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | +7.1% | +5.9% | +1.3% | +6.2% |
| 3M | +31.2% | +23.9% | +7.3% | +26.8% |
| 6M | +0.7% | +59.6% | -58.9% | -6.8% |
| YTD | -0.1% | +43.4% | -43.5% | -7.9% |
| 1Y | -10.7% | +60.2% | -70.9% | -18.7% |
| All | -10.7% | +57.7% | -68.5% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling