+559.3%
ROKU vs CPB
-38.1%
+597.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.4% | -1.8% | +1.4% | -0.5% |
| 30D | +2.1% | -7.1% | +9.1% | +1.8% |
| 3M | +29.5% | -6.0% | +35.5% | +29.2% |
| 6M | +53.8% | -5.3% | +59.1% | +53.6% |
| YTD | +42.8% | -20.8% | +63.6% | +41.3% |
| 1Y | +60.7% | -33.8% | +94.6% | +57.6% |
| 3Y | +83.9% | -43.7% | +127.6% | +79.0% |
| 5Y | -52.8% | -40.7% | -12.1% | -54.3% |
| All | +559.3% | -38.1% | +597.4% | +565.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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