+561.0%
ROKU vs CPB
-35.8%
+596.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.1% |
| 7D | -0.1% | -8.2% | +8.1% | -0.5% |
| 30D | +1.5% | -5.6% | +7.1% | +1.2% |
| 3M | +25.7% | +3.0% | +22.7% | +26.0% |
| 6M | +54.5% | -12.7% | +67.2% | +53.5% |
| YTD | +43.2% | -18.0% | +61.2% | +41.9% |
| 1Y | +56.3% | -31.7% | +88.0% | +53.5% |
| 3Y | +86.1% | -41.0% | +127.1% | +81.5% |
| 5Y | -53.6% | -38.4% | -15.2% | -55.0% |
| All | +561.0% | -35.8% | +596.9% | +567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling