+559.3%
ROKU vs CLX
-10.2%
+569.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | -0.4% | -5.7% | +5.3% | +0.7% |
| 30D | +2.1% | -17.0% | +19.1% | +5.6% |
| 3M | +29.5% | -9.7% | +39.2% | +31.6% |
| 6M | +53.8% | -19.8% | +73.6% | +59.7% |
| YTD | +42.8% | -9.8% | +52.7% | +44.3% |
| 1Y | +60.7% | -26.2% | +86.9% | +69.3% |
| 3Y | +83.9% | -36.2% | +120.1% | +95.9% |
| 5Y | -52.8% | -38.3% | -14.5% | -50.6% |
| All | +559.3% | -10.2% | +569.5% | +554.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling