+309.7%
CMI vs ROKU
+875.4%
-565.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +0.8% | -2.6% | +3.5% | +1.0% |
| 30D | -12.8% | +2.1% | -14.9% | -12.9% |
| 3M | -12.4% | +31.8% | -44.2% | -14.6% |
| 6M | -0.9% | +53.3% | -54.2% | -4.6% |
| YTD | +8.9% | +42.1% | -33.2% | +5.3% |
| 1Y | +37.7% | +62.3% | -24.6% | +31.7% |
| 3Y | +148.9% | +84.6% | +64.2% | +130.9% |
| 5Y | +164.4% | -53.1% | +217.4% | +151.5% |
| All | +309.7% | +875.4% | -565.8% | +259.3% |
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