+559.3%
ROKU vs CG
+155.8%
+403.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | -0.4% | -9.9% | +9.4% | +6.2% |
| 30D | +2.1% | -11.7% | +13.7% | +9.6% |
| 3M | +29.5% | -4.3% | +33.8% | +31.1% |
| 6M | +53.8% | -8.8% | +62.6% | +59.8% |
| YTD | +42.8% | -26.9% | +69.7% | +69.0% |
| 1Y | +60.7% | -35.4% | +96.2% | +103.8% |
| 3Y | +83.9% | +43.0% | +40.9% | +35.0% |
| 5Y | -52.8% | +1.9% | -54.7% | -58.0% |
| All | +559.3% | +155.8% | +403.4% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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