+73.9%
CTVA vs ROKU
+83.2%
-9.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.5% | -0.4% | -4.1% | -4.5% |
| 30D | +11.3% | +2.1% | +9.2% | +11.1% |
| 3M | +12.3% | +29.5% | -17.2% | +8.9% |
| 6M | +7.2% | +53.8% | -46.6% | +1.5% |
| YTD | +26.0% | +42.8% | -16.8% | +20.1% |
| 1Y | +16.0% | +60.7% | -44.7% | +8.7% |
| 3Y | +73.9% | +83.9% | -10.0% | +47.5% |
| All | +73.9% | +83.2% | -9.3% | +47.5% |
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