-20.0%
CPNG vs ROKU
+83.2%
-103.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.0% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -7.4% | +2.1% | -9.4% | -7.7% |
| 3M | -12.3% | +29.5% | -41.8% | -16.8% |
| 6M | -19.4% | +53.8% | -73.2% | -26.1% |
| YTD | -35.9% | +42.8% | -78.7% | -40.6% |
| 1Y | -53.4% | +60.7% | -114.1% | -57.8% |
| 3Y | -20.0% | +83.9% | -103.9% | -31.2% |
| All | -20.0% | +83.2% | -103.2% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling