+550.6%
ROKU vs CF
+389.9%
+160.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.1% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | +0.7% | +14.3% | -13.6% | -2.1% |
| 3M | +26.5% | +27.9% | -1.4% | +20.0% |
| 6M | +52.6% | +25.5% | +27.1% | +42.1% |
| YTD | +40.9% | +81.2% | -40.3% | +19.9% |
| 1Y | +57.6% | +66.5% | -8.9% | +36.4% |
| 3Y | +83.2% | +76.7% | +6.5% | +52.9% |
| 5Y | -54.8% | +237.8% | -292.7% | -69.7% |
| All | +550.6% | +389.9% | +160.7% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling