+60.2%
ROKU vs CLX
-20.9%
+81.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | -1.3% | -9.2% | +7.9% | -1.5% |
| 30D | +5.9% | -11.0% | +16.9% | +5.6% |
| 3M | +23.9% | +5.0% | +18.8% | +23.9% |
| 6M | +59.6% | -18.8% | +78.4% | +58.7% |
| YTD | +43.4% | -4.4% | +47.8% | +46.3% |
| 1Y | +60.2% | -21.9% | +82.0% | +59.5% |
| All | +60.2% | -20.9% | +81.0% | +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