-52.0%
ROKU vs CAG
-43.1%
-8.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.4% | -5.7% | +5.3% | +0.1% |
| 30D | +2.1% | -2.4% | +4.5% | +2.2% |
| 3M | +29.5% | +9.8% | +19.7% | +28.4% |
| 6M | +53.8% | -10.8% | +64.6% | +54.4% |
| YTD | +42.8% | -10.8% | +53.6% | +43.1% |
| 1Y | +60.7% | -19.0% | +79.7% | +62.1% |
| 3Y | +83.9% | -39.7% | +123.6% | +87.9% |
| All | -52.0% | -43.1% | -8.9% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling