+75.8%
CNP vs ROKU
+875.4%
-799.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -2.2% | -2.6% | +0.5% | -2.1% |
| 30D | -2.1% | +2.1% | -4.2% | -2.1% |
| 3M | -7.9% | +31.8% | -39.7% | -8.8% |
| 6M | -8.3% | +53.3% | -61.6% | -9.7% |
| YTD | +3.8% | +42.1% | -38.3% | +2.4% |
| 1Y | +5.9% | +62.3% | -56.5% | +3.9% |
| 3Y | +49.3% | +84.6% | -35.4% | +43.9% |
| 5Y | +69.3% | -53.1% | +122.3% | +67.8% |
| All | +75.8% | +875.4% | -799.7% | +59.1% |
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