-0.9%
CMS vs ROKU
+53.9%
-54.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.2% |
| 6M | -10.3% | +52.6% | -63.0% | -10.1% |
| YTD | -0.2% | +40.9% | -41.2% | -0.7% |
| 1Y | -0.9% | +57.6% | -58.5% | -0.5% |
| All | -0.9% | +53.9% | -54.8% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling