+559.3%
ROKU vs CFG
+169.8%
+389.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | +2.1% | -4.6% | +6.7% | +3.9% |
| 3M | +29.5% | +6.7% | +22.8% | +26.1% |
| 6M | +53.8% | +22.1% | +31.7% | +42.2% |
| YTD | +42.8% | +23.2% | +19.6% | +31.3% |
| 1Y | +60.7% | +40.3% | +20.5% | +40.3% |
| 3Y | +83.9% | +187.9% | -104.0% | +25.7% |
| 5Y | -52.8% | +102.0% | -154.8% | -64.3% |
| All | +559.3% | +169.8% | +389.5% | +410.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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