+561.0%
ROKU vs CFG
+167.9%
+393.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.3% |
| 7D | -0.1% | +2.7% | -2.8% | -1.1% |
| 30D | +1.5% | -3.7% | +5.1% | +2.9% |
| 3M | +25.7% | +9.5% | +16.2% | +21.2% |
| 6M | +54.5% | +22.2% | +32.2% | +42.8% |
| YTD | +43.2% | +22.3% | +20.9% | +32.0% |
| 1Y | +56.3% | +39.4% | +16.8% | +36.7% |
| 3Y | +86.1% | +188.5% | -102.4% | +27.2% |
| 5Y | -53.6% | +101.5% | -155.1% | -64.8% |
| All | +561.0% | +167.9% | +393.1% | +413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling