-52.0%
ROKU vs CPB
-41.0%
-11.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.6% |
| 7D | -0.4% | -1.8% | +1.4% | -0.6% |
| 30D | +2.1% | -7.1% | +9.1% | +1.3% |
| 3M | +29.5% | -6.0% | +35.5% | +28.6% |
| 6M | +53.8% | -5.3% | +59.1% | +53.1% |
| YTD | +42.8% | -20.8% | +63.6% | +38.4% |
| 1Y | +60.7% | -33.8% | +94.6% | +51.2% |
| 3Y | +83.9% | -43.7% | +127.6% | +68.9% |
| All | -52.0% | -41.0% | -11.0% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling