-53.4%
ROKU vs CFG
+95.4%
-148.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | -3.0% | -0.6% | -2.5% | -2.7% |
| 30D | +0.7% | -4.5% | +5.2% | +3.9% |
| 3M | +26.5% | +6.3% | +20.1% | +20.5% |
| 6M | +52.6% | +20.6% | +32.0% | +32.7% |
| YTD | +40.9% | +21.2% | +19.7% | +21.1% |
| 1Y | +57.6% | +38.2% | +19.5% | +22.3% |
| 3Y | +83.2% | +185.9% | -102.8% | -18.4% |
| All | -53.4% | +95.4% | -148.8% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling