+550.6%
ROKU vs CAG
-35.3%
+585.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -3.0% | -6.6% | +3.6% | -2.2% |
| 30D | +0.7% | +2.3% | -1.6% | +0.4% |
| 3M | +26.5% | +16.3% | +10.2% | +23.9% |
| 6M | +52.6% | -16.0% | +68.7% | +55.4% |
| YTD | +40.9% | -7.7% | +48.6% | +41.5% |
| 1Y | +57.6% | -16.0% | +73.7% | +60.1% |
| 3Y | +83.2% | -37.7% | +120.9% | +92.0% |
| 5Y | -54.8% | -41.2% | -13.6% | -52.7% |
| All | +550.6% | -35.3% | +585.9% | +616.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling