+83.9%
ROKU vs CLBK
+52.2%
+31.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.4% | -1.5% | +1.0% | +0.3% |
| 30D | +2.1% | -1.0% | +3.1% | +2.5% |
| 3M | +29.5% | +22.9% | +6.6% | +16.6% |
| 6M | +53.8% | +44.2% | +9.6% | +27.6% |
| YTD | +42.8% | +64.0% | -21.2% | +10.2% |
| 1Y | +60.7% | +65.7% | -4.9% | +22.3% |
| 3Y | +83.9% | +54.1% | +29.8% | +41.4% |
| All | +83.9% | +52.2% | +31.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling