-52.0%
ROKU vs CNI
+12.6%
-64.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -0.4% | -0.4% | -0.1% | -0.1% |
| 30D | +2.1% | -2.7% | +4.8% | +4.2% |
| 3M | +29.5% | +3.9% | +25.6% | +24.8% |
| 6M | +53.8% | +16.4% | +37.4% | +33.8% |
| YTD | +42.8% | +25.8% | +17.0% | +15.2% |
| 1Y | +60.7% | +32.4% | +28.3% | +23.4% |
| 3Y | +83.9% | +19.1% | +64.8% | +51.6% |
| All | -52.0% | +12.6% | -64.7% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling