-13.8%
CTSH vs ROKU
+58.7%
-72.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -9.8% | -2.6% | -7.1% | -9.3% |
| 30D | +0.1% | +2.1% | -2.0% | -0.3% |
| 3M | +13.2% | +31.8% | -18.6% | +7.7% |
| 6M | -6.2% | +53.3% | -59.5% | -13.5% |
| YTD | -28.5% | +42.1% | -70.5% | -34.3% |
| 1Y | -13.8% | +62.3% | -76.1% | -21.9% |
| All | -13.8% | +58.7% | -72.4% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling