-53.1%
ROKU vs CRL
-38.6%
-14.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.7% |
| 7D | -2.6% | -6.9% | +4.3% | +0.8% |
| 30D | +2.1% | -3.2% | +5.3% | +3.5% |
| 3M | +31.8% | +46.5% | -14.8% | +7.1% |
| 6M | +53.3% | +63.1% | -9.8% | +15.8% |
| YTD | +42.1% | +36.9% | +5.2% | +17.0% |
| 1Y | +62.3% | +78.1% | -15.8% | +14.2% |
| 3Y | +84.6% | +36.7% | +48.0% | +37.2% |
| 5Y | -53.1% | -38.1% | -15.0% | -51.4% |
| All | -53.1% | -38.6% | -14.5% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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