+36.5%
CNC vs ROKU
+875.4%
-839.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -3.9% | -2.6% | -1.2% | -3.7% |
| 30D | +0.8% | +2.1% | -1.3% | +0.7% |
| 3M | +0.1% | +31.8% | -31.7% | -1.5% |
| 6M | +79.7% | +53.3% | +26.4% | +75.2% |
| YTD | +58.9% | +42.1% | +16.9% | +55.5% |
| 1Y | +109.1% | +62.3% | +46.8% | +103.0% |
| 3Y | 0.0% | +84.6% | -84.7% | -5.6% |
| 5Y | +9.5% | -53.1% | +62.5% | +8.1% |
| All | +36.5% | +875.4% | -839.0% | +10.0% |
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