+562.1%
ROKU vs CNH
+61.4%
+500.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -3.2% |
| 7D | -1.3% | +23.3% | -24.6% | -8.7% |
| 30D | +5.9% | +33.5% | -27.6% | -5.1% |
| 3M | +23.9% | +32.7% | -8.8% | +10.6% |
| 6M | +59.6% | +22.2% | +37.4% | +45.4% |
| YTD | +43.4% | +57.7% | -14.3% | +17.8% |
| 1Y | +60.2% | +28.0% | +32.2% | +42.0% |
| 3Y | +90.4% | +11.5% | +78.9% | +75.4% |
| 5Y | -54.5% | +11.9% | -66.4% | -58.8% |
| All | +562.1% | +61.4% | +500.7% | +534.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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