-52.0%
ROKU vs CG
-2.7%
-49.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.8% |
| 7D | -0.4% | -9.9% | +9.4% | +7.2% |
| 30D | +2.1% | -11.7% | +13.7% | +10.8% |
| 3M | +29.5% | -4.3% | +33.8% | +31.1% |
| 6M | +53.8% | -8.8% | +62.6% | +60.3% |
| YTD | +42.8% | -26.9% | +69.7% | +73.3% |
| 1Y | +60.7% | -35.4% | +96.2% | +112.1% |
| 3Y | +83.9% | +43.0% | +40.9% | +16.7% |
| All | -52.0% | -2.7% | -49.3% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling