+561.0%
ROKU vs CG
+177.6%
+383.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.2% |
| 7D | -0.1% | -1.3% | +1.1% | +0.7% |
| 30D | +1.5% | -3.2% | +4.6% | +3.0% |
| 3M | +25.7% | +6.2% | +19.5% | +19.2% |
| 6M | +54.5% | -4.7% | +59.1% | +56.3% |
| YTD | +43.2% | -20.6% | +63.8% | +61.1% |
| 1Y | +56.3% | -26.4% | +82.7% | +82.2% |
| 3Y | +86.1% | +55.4% | +30.7% | +29.8% |
| 5Y | -53.6% | +9.8% | -63.4% | -60.6% |
| All | +561.0% | +177.6% | +383.4% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling