+562.1%
ROKU vs CF
+373.0%
+189.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.1% |
| 7D | -1.3% | +6.0% | -7.3% | -2.5% |
| 30D | +5.9% | +14.8% | -9.0% | +2.8% |
| 3M | +23.9% | +14.1% | +9.8% | +20.3% |
| 6M | +59.6% | +28.5% | +31.0% | +47.4% |
| YTD | +43.4% | +74.9% | -31.5% | +22.9% |
| 1Y | +60.2% | +61.7% | -1.5% | +39.4% |
| 3Y | +90.4% | +80.3% | +10.1% | +57.8% |
| 5Y | -54.5% | +226.0% | -280.5% | -69.3% |
| All | +562.1% | +373.0% | +189.1% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling