+518.2%
CTAS vs ROKU
+883.2%
-364.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.0% | +1.5% | -2.5% | -1.1% |
| 3M | +15.8% | +25.7% | -9.9% | +13.4% |
| 6M | -1.0% | +54.5% | -55.5% | -4.8% |
| YTD | +7.4% | +43.2% | -35.8% | +3.7% |
| 1Y | -0.1% | +56.3% | -56.4% | -4.4% |
| 3Y | +66.3% | +86.1% | -19.8% | +52.4% |
| 5Y | +111.0% | -53.6% | +164.6% | +104.9% |
| All | +518.2% | +883.2% | -364.9% | +418.3% |
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