+106.0%
CTAS vs ROKU
-54.7%
+160.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -1.3% | -2.6% | +1.3% | -1.1% |
| 30D | -3.1% | +2.1% | -5.2% | -3.3% |
| 3M | +10.3% | +31.8% | -21.5% | +7.5% |
| 6M | +1.6% | +53.3% | -51.6% | -2.5% |
| YTD | +6.3% | +42.1% | -35.7% | +2.5% |
| 1Y | -0.5% | +62.3% | -62.8% | -5.4% |
| 3Y | +64.6% | +84.6% | -20.1% | +49.7% |
| 5Y | +106.0% | -53.1% | +159.1% | +93.4% |
| All | +106.0% | -54.7% | +160.7% | +93.4% |
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