-54.8%
ROKU vs CP
+30.0%
-84.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | -3.0% | +0.6% | -3.6% | -3.4% |
| 30D | +0.7% | -0.5% | +1.2% | +0.8% |
| 3M | +26.5% | +0.1% | +26.4% | +25.8% |
| 6M | +52.6% | +7.8% | +44.8% | +43.9% |
| YTD | +40.9% | +22.9% | +18.1% | +20.6% |
| 1Y | +57.6% | +21.3% | +36.3% | +35.5% |
| 3Y | +83.2% | +20.4% | +62.8% | +55.5% |
| 5Y | -54.8% | +34.9% | -89.8% | -64.3% |
| All | -54.8% | +30.0% | -84.8% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling