+60.7%
ROKU vs CG
-33.8%
+94.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | -0.4% | -9.9% | +9.4% | +3.1% |
| 30D | +2.1% | -11.7% | +13.7% | +6.0% |
| 3M | +29.5% | -4.3% | +33.8% | +30.1% |
| 6M | +53.8% | -8.8% | +62.6% | +57.1% |
| YTD | +42.8% | -26.9% | +69.7% | +55.6% |
| 1Y | +60.7% | -35.4% | +96.2% | +80.8% |
| All | +60.7% | -33.8% | +94.6% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling