+14.8%
CSGP vs ROKU
+915.9%
-901.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +1.3% | +3.5% | -2.2% | +0.8% |
| 30D | +10.7% | +5.1% | +5.6% | +10.0% |
| 3M | +3.3% | +7.0% | -3.7% | +2.4% |
| 6M | -10.3% | +25.4% | -35.8% | -13.4% |
| YTD | -54.6% | +48.0% | -102.5% | -57.3% |
| 1Y | -54.6% | +53.1% | -107.8% | -57.6% |
| 3Y | -60.3% | +92.7% | -153.0% | -65.5% |
| 5Y | -63.3% | -42.4% | -20.9% | -65.5% |
| All | +14.8% | +915.9% | -901.1% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling