+35.2%
CMS vs ROKU
+86.5%
-51.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -3.2% | +1.5% | -4.6% | -3.2% |
| 3M | -2.2% | +25.7% | -27.9% | -2.3% |
| 6M | -9.4% | +54.5% | -63.9% | -9.5% |
| YTD | +0.7% | +43.2% | -42.5% | +0.6% |
| 1Y | +0.4% | +56.3% | -55.9% | +0.2% |
| 3Y | +35.2% | +86.1% | -50.9% | +32.9% |
| All | +35.2% | +86.5% | -51.4% | +32.9% |
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