-50.5%
CPNG vs ROKU
-52.4%
+2.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.9% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | -7.4% | +2.1% | -9.4% | -8.0% |
| 3M | -12.3% | +29.5% | -41.8% | -20.4% |
| 6M | -19.4% | +53.8% | -73.2% | -31.1% |
| YTD | -35.9% | +42.8% | -78.7% | -44.1% |
| 1Y | -53.4% | +60.7% | -114.1% | -61.3% |
| 3Y | -20.0% | +83.9% | -103.9% | -44.2% |
| All | -50.5% | -52.4% | +2.0% | -53.5% |
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