+24.5%
CORZ vs ROKU
+53.9%
-29.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | +7.6% | -3.0% | +10.7% | +8.7% |
| 30D | -6.9% | +0.7% | -7.6% | -7.1% |
| 3M | -33.0% | +26.5% | -59.5% | -38.9% |
| 6M | +19.3% | +52.6% | -33.3% | -0.1% |
| YTD | +24.2% | +40.9% | -16.7% | +3.9% |
| 1Y | +24.5% | +57.6% | -33.1% | +5.1% |
| All | +24.5% | +53.9% | -29.4% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling