-1.3%
CTSH vs ROKU
+884.7%
-886.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.4% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +12.4% | +5.9% | +6.5% | +11.7% |
| 3M | +17.4% | +23.9% | -6.5% | +14.6% |
| 6M | -3.1% | +59.6% | -62.6% | -8.1% |
| YTD | -23.6% | +43.4% | -67.0% | -26.8% |
| 1Y | -10.8% | +60.2% | -71.0% | -15.7% |
| 3Y | -8.3% | +90.4% | -98.7% | -17.7% |
| 5Y | -11.3% | -54.5% | +43.2% | -14.5% |
| All | -1.3% | +884.7% | -886.0% | -21.8% |
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 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