-65.3%
CSGP vs ROKU
+57.7%
-123.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | -4.1% | -1.3% | -2.7% | -3.9% |
| 30D | +2.3% | +5.9% | -3.6% | +1.5% |
| 3M | -8.2% | +23.9% | -32.1% | -10.7% |
| 6M | -35.1% | +59.6% | -94.6% | -39.7% |
| YTD | -54.0% | +43.4% | -97.4% | -57.1% |
| 1Y | -65.3% | +60.2% | -125.5% | -68.0% |
| All | -65.3% | +57.7% | -123.0% | -68.0% |
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