+218.9%
CTVA vs ROKU
+70.3%
+148.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.7% | -2.6% | -2.0% | -4.4% |
| 30D | +11.1% | +2.1% | +9.0% | +10.8% |
| 3M | +13.7% | +31.8% | -18.1% | +10.3% |
| 6M | +11.2% | +53.3% | -42.1% | +6.0% |
| YTD | +26.9% | +42.1% | -15.2% | +21.6% |
| 1Y | +18.8% | +62.3% | -43.5% | +12.0% |
| 3Y | +75.9% | +84.6% | -8.7% | +58.1% |
| 5Y | +105.2% | -53.1% | +158.3% | +104.6% |
| All | +218.9% | +70.3% | +148.6% | +125.7% |
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