+57.2%
CVS vs ROKU
+883.2%
-826.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.6% | -0.1% | -1.4% | -1.6% |
| 30D | +0.4% | +1.5% | -1.1% | +0.3% |
| 3M | -0.4% | +25.7% | -26.1% | -1.4% |
| 6M | +25.1% | +54.5% | -29.3% | +22.7% |
| YTD | +23.9% | +43.2% | -19.3% | +21.8% |
| 1Y | +41.1% | +56.3% | -15.2% | +38.1% |
| 3Y | +63.6% | +86.1% | -22.5% | +56.5% |
| 5Y | +31.5% | -53.6% | +85.1% | +29.8% |
| All | +57.2% | +883.2% | -826.0% | +31.3% |
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