+469.1%
CMG vs ROKU
+867.7%
-398.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -6.5% | -3.0% | -3.4% | -6.0% |
| 30D | +12.1% | +0.7% | +11.4% | +12.0% |
| 3M | +20.6% | +26.5% | -5.9% | +16.4% |
| 6M | +2.1% | +52.6% | -50.5% | -4.3% |
| YTD | -2.6% | +40.9% | -43.6% | -7.9% |
| 1Y | -8.7% | +57.6% | -66.3% | -15.3% |
| 3Y | -7.4% | +83.2% | -90.6% | -19.9% |
| 5Y | -5.7% | -54.8% | +49.2% | -9.2% |
| All | +469.1% | +867.7% | -398.6% | +334.6% |
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