+153.3%
CMI vs ROKU
+83.2%
+70.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -12.4% | +2.1% | -14.5% | -12.7% |
| 3M | -14.8% | +29.5% | -44.3% | -19.0% |
| 6M | +0.8% | +53.8% | -53.0% | -7.3% |
| YTD | +10.2% | +42.8% | -32.6% | +2.3% |
| 1Y | +37.4% | +60.7% | -23.3% | +24.7% |
| 3Y | +153.3% | +83.9% | +69.4% | +117.3% |
| All | +153.3% | +83.2% | +70.1% | +117.3% |
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 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