+562.1%
ROKU vs CVE
+269.6%
+292.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -1.3% | +2.5% | -3.8% | -1.7% |
| 30D | +5.9% | +16.7% | -10.9% | +3.1% |
| 3M | +23.9% | +9.3% | +14.6% | +21.6% |
| 6M | +59.6% | +43.6% | +16.0% | +48.6% |
| YTD | +43.4% | +93.6% | -50.2% | +26.5% |
| 1Y | +60.2% | +98.8% | -38.6% | +40.1% |
| 3Y | +90.4% | +73.6% | +16.8% | +68.0% |
| 5Y | -54.5% | +312.5% | -367.0% | -64.7% |
| All | +562.1% | +269.6% | +292.5% | +352.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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