+555.8%
ROKU vs CP
+185.7%
+370.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.6% |
| 7D | -2.6% | -2.7% | 0.0% | -1.0% |
| 30D | +2.1% | -3.4% | +5.5% | +4.1% |
| 3M | +31.8% | -0.6% | +32.4% | +31.7% |
| 6M | +53.3% | +6.3% | +47.0% | +46.5% |
| YTD | +42.1% | +21.2% | +20.9% | +24.4% |
| 1Y | +62.3% | +20.0% | +42.3% | +42.4% |
| 3Y | +84.6% | +18.7% | +65.9% | +61.9% |
| 5Y | -53.1% | +34.8% | -87.8% | -62.0% |
| All | +555.8% | +185.7% | +370.2% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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