+561.0%
ROKU vs CRL
+162.6%
+398.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.2% |
| 7D | -0.1% | -0.6% | +0.4% | +0.1% |
| 30D | +1.5% | +5.0% | -3.5% | -1.2% |
| 3M | +25.7% | +50.6% | -24.9% | +0.6% |
| 6M | +54.5% | +60.9% | -6.5% | +17.3% |
| YTD | +43.2% | +40.7% | +2.4% | +16.0% |
| 1Y | +56.3% | +73.3% | -17.0% | +11.8% |
| 3Y | +86.1% | +40.6% | +45.5% | +37.1% |
| 5Y | -53.6% | -37.0% | -16.6% | -48.5% |
| All | +561.0% | +162.6% | +398.4% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling