+2.6%
CTSH vs ROKU
+915.9%
-913.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -0.6% | +3.5% | -4.1% | -1.0% |
| 30D | +13.4% | +5.1% | +8.3% | +12.8% |
| 3M | +14.4% | +7.0% | +7.5% | +13.6% |
| 6M | +27.7% | +25.4% | +2.3% | +24.5% |
| YTD | -20.6% | +48.0% | -68.6% | -24.2% |
| 1Y | -9.1% | +53.1% | -62.3% | -13.6% |
| 3Y | +3.1% | +92.7% | -89.6% | -7.1% |
| 5Y | -11.8% | -42.4% | +30.6% | -16.6% |
| All | +2.6% | +915.9% | -913.4% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling