+53.4%
ROKU vs CLX
-6.5%
+60.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +1.3% |
| 7D | +4.8% | +14.2% | -9.4% | +4.3% |
| 30D | +6.1% | +22.7% | -16.6% | +5.5% |
| 3M | +10.5% | -2.8% | +13.2% | +9.9% |
| 6M | +29.2% | +17.7% | +11.5% | +28.5% |
| YTD | +50.0% | +3.3% | +46.7% | +52.1% |
| 1Y | +53.4% | -5.6% | +59.0% | +59.5% |
| All | +53.4% | -6.5% | +60.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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