-10.0%
CRM vs ROKU
+53.8%
-63.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -6.2% | +4.8% | -11.0% | -7.1% |
| 30D | -1.2% | +6.1% | -7.3% | -2.4% |
| 3M | +19.1% | +10.5% | +8.6% | +16.4% |
| 6M | +23.0% | +29.2% | -6.2% | +16.0% |
| YTD | -13.7% | +50.0% | -63.7% | -23.1% |
| 1Y | -10.0% | +53.4% | -63.4% | -22.5% |
| All | -10.0% | +53.8% | -63.8% | -22.5% |
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 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