-53.6%
ROKU vs CF
+222.3%
-275.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | +1.5% | +18.1% | -16.6% | -0.8% |
| 3M | +25.7% | +23.4% | +2.3% | +22.1% |
| 6M | +54.5% | +17.1% | +37.4% | +48.3% |
| YTD | +43.2% | +76.2% | -33.0% | +26.7% |
| 1Y | +56.3% | +62.3% | -6.0% | +40.2% |
| 3Y | +86.1% | +71.8% | +14.3% | +61.6% |
| 5Y | -53.6% | +234.6% | -288.1% | -67.9% |
| All | -53.6% | +222.3% | -275.8% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling