+353.0%
CNQ vs ROKU
+880.6%
-527.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 6M | +9.0% | +53.8% | -44.8% | +5.4% |
| YTD | +52.2% | +42.8% | +9.4% | +47.7% |
| 1Y | +65.0% | +60.7% | +4.3% | +58.5% |
| 3Y | +78.8% | +83.9% | -5.1% | +66.2% |
| 5Y | +286.0% | -52.8% | +338.8% | +273.5% |
| All | +353.0% | +880.6% | -527.6% | +277.7% |
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