+272.1%
CNQ vs ROKU
-52.4%
+324.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +6.2% | +2.1% | +4.1% | +6.0% |
| 3M | +12.4% | +29.5% | -17.1% | +9.9% |
| 6M | +9.0% | +53.8% | -44.8% | +4.8% |
| YTD | +52.2% | +42.8% | +9.4% | +47.0% |
| 1Y | +65.0% | +60.7% | +4.3% | +57.4% |
| 3Y | +78.8% | +83.9% | -5.1% | +63.3% |
| All | +272.1% | -52.4% | +324.5% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling