+555.8%
ROKU vs CRS
+995.7%
-439.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.5% |
| 7D | -2.6% | -4.1% | +1.5% | -1.5% |
| 30D | +2.1% | -16.6% | +18.7% | +7.6% |
| 3M | +31.8% | -14.3% | +46.1% | +36.7% |
| 6M | +53.3% | +11.6% | +41.7% | +45.8% |
| YTD | +42.1% | +42.6% | -0.5% | +24.3% |
| 1Y | +62.3% | +81.8% | -19.5% | +29.8% |
| 3Y | +84.6% | +632.1% | -547.4% | -5.2% |
| 5Y | -53.1% | +1,401.6% | -1,454.7% | -80.2% |
| All | +555.8% | +995.7% | -439.9% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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