+92.2%
CMS vs ROKU
+867.7%
-775.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +0.2% | -3.0% | +3.2% | +0.2% |
| 30D | -1.3% | +0.7% | -2.0% | -1.3% |
| 3M | -5.4% | +26.5% | -31.8% | -5.7% |
| 6M | -10.3% | +52.6% | -63.0% | -10.9% |
| YTD | -0.2% | +40.9% | -41.2% | -0.8% |
| 1Y | -0.9% | +57.6% | -58.5% | -1.6% |
| 3Y | +34.0% | +83.2% | -49.2% | +31.7% |
| 5Y | +23.6% | -54.8% | +78.4% | +22.8% |
| All | +92.2% | +867.7% | -775.5% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling