-46.9%
CPNG vs ROKU
+53.8%
-100.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.4% | +11.5% |
| 7D | +20.8% | +4.8% | +16.0% | +19.4% |
| 30D | +20.1% | +6.1% | +14.0% | +18.3% |
| 3M | +1.6% | +10.5% | -8.9% | -0.9% |
| 6M | -15.8% | +29.2% | -45.0% | -21.3% |
| YTD | -27.7% | +50.0% | -77.8% | -38.8% |
| 1Y | -46.9% | +53.4% | -100.3% | -55.4% |
| All | -46.9% | +53.8% | -100.7% | -55.4% |
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