-7.6%
CTSH vs ROKU
+875.4%
-883.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -9.8% | -2.6% | -7.1% | -9.5% |
| 30D | +0.1% | +2.1% | -2.0% | -0.1% |
| 3M | +13.2% | +31.8% | -18.6% | +9.8% |
| 6M | -6.2% | +53.3% | -59.5% | -10.6% |
| YTD | -28.5% | +42.1% | -70.5% | -31.4% |
| 1Y | -13.8% | +62.3% | -76.1% | -18.6% |
| 3Y | -13.7% | +84.6% | -98.3% | -22.3% |
| 5Y | -16.7% | -53.1% | +36.4% | -19.9% |
| All | -7.6% | +875.4% | -883.0% | -26.8% |
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