-3.1%
CMG vs ROKU
-52.4%
+49.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.1% | -0.4% | -1.6% | -2.0% |
| 30D | +10.9% | +2.1% | +8.8% | +10.5% |
| 3M | +15.8% | +29.5% | -13.7% | +10.6% |
| 6M | +6.9% | +53.8% | -46.8% | -1.1% |
| YTD | -2.2% | +42.8% | -45.0% | -8.7% |
| 1Y | -7.1% | +60.7% | -67.8% | -15.3% |
| 3Y | -7.1% | +83.9% | -91.0% | -22.1% |
| All | -3.1% | -52.4% | +49.4% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling