+122.5%
CRWV vs ROKU
+103.6%
+18.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | -17.4% | +2.1% | -19.5% | -18.2% |
| 3M | -7.1% | +29.5% | -36.5% | -18.1% |
| 6M | +8.6% | +53.8% | -45.2% | -11.7% |
| YTD | +24.3% | +42.8% | -18.5% | +3.4% |
| 1Y | -21.0% | +60.7% | -81.8% | -38.8% |
| All | +122.5% | +103.6% | +18.9% | +36.8% |
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