-13.9%
CTSH vs ROKU
+80.8%
-94.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.7% |
| 7D | -8.2% | -3.0% | -5.2% | -7.8% |
| 30D | +0.4% | +0.7% | -0.3% | +0.3% |
| 3M | +10.6% | +26.5% | -15.9% | +7.4% |
| 6M | -8.8% | +52.6% | -61.5% | -13.6% |
| YTD | -28.6% | +40.9% | -69.5% | -31.9% |
| 1Y | -15.9% | +57.6% | -73.6% | -21.0% |
| All | -13.9% | +80.8% | -94.6% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling